A winglet makes lift like a wing. That's why it's called a wing...let. It's basically a sail (originally they were called "tip sails") designed to exploit the otherwise wasted circulation of air from bottom to top around the tip, placed so that the local flow curling around the tip strikes it at a positive angle of attack. It makes lift/thrust and, being a ...
Simply because it's easier to pull something bendy than to push it.
When you load a forward swept aerofoil, it will bend in a direction that increases the load, so it has to be stronger (and heavier) than a rearward swept aerofoil.
The technical term is 'aeroelasticity'.