Howdy:
The momentum of the aircraft will change in relation to the ground with a shift in wind. That's a given.
Imagine a model hitting a brick wall at full throttle in a no wind situation vs having a 50 knot tailwind. Obviously, in relation to the ground, the tailwind situation is going to make the aircraft appear faster. It is also going to do a lot more damage to the wall it hits because of that increase in kinetic energy created by the wind in relation to the ground.
This doesn't mean that the aircraft is behaving any differently within that body of air. The model is travelling through a fluid, and all comparisons to "airspeed" need to be using the air as the frame of reference. Once the model is in the air, the ground has absolutely no bearing on the model (with the exceptions of turbulence caused by trees, slope lift, etc).
A turn from downwind directly into the wind is effectively reducing the kinetic energy of the model, but not signifcantly in relation to the air, only in relation to the ground. We can see that the aircrafts movement within the air is the only factor to consider when determining lift, so the change in what is perceived as a decrease in energy is not actually relevant to the model.