Pretty simple really.

You expect your downwind loop to "look" the same as your upwind loop with the same control inputs. It can't! If it does, then you are making corrections and the inputs arent really the same are they? The mass of air it is flying within is moving, so by default it can't look the same with the same control inputs. By trying to make it look the same, you are flying it differently upwind than downwind. Your .40 size trainer sees EXACTLY the same airspeed no matter what the wind is doing. YOU see a difference, but the plane doesn't.

It's all about your perspective from the ground, the way the plane "looks". If there were a way to program your control inputs for a loop with the flip of the switch, you could easily see this by simply flying one loop upwind and one down. The loops would look quite different in shape to you on the ground, but the plane (or a person in the plane) would see/feel exactly the same. The plane doesn't care about wind, YOU do on the ground by trying to make it look the same!

Many folks here are confusing what the airplane sees (IAS) and what you see (GS). These folks just wont get it no matter what.