Andrew,
I suspect the PP3 connector was connected to a 4 x AA battery box. I have one here with a PP3 connector on the end of the box.
Although you don't say (or know) what the winch is, I would think the reason you could connect a 9 volt battery to the system and not damage the receiver is that the winch is probably acting as a BEC like a speed controller would and is supplying the receiver with about 5 volts.
The Whirlwind winch on my One Metre works like this and I know Graupner winches do also.
The main danger would seem to be damaging the winch. As far as I know, most are designed for 7.2 volts max, i.e. a 6 cell rechargeable pack although such a pack would in fact be nearer 8 volts when fully charged.
Good luck with the yacht.
Mike