There's a component of total energy (sum of potential and kinetic) that is due to the glider's position in the moving airmass. So in a no-wind situation the glider has much less total energy than in the high-wind case. So as it turns downwind, it exchanges some of that total energy from potential (pointed upwind in a moving airmass) to kinetic (pointed downwind in a moving airmass). The change in total energy is the same as in no wind, it's just there was a lot more energy than you thought to start with because of the wind.