Hot air balloons - The most common passenger observation is "it's dead calm…" "you're riding with the wind…" But, you can feel sharp short gusts if they are present. Why is that? You're supposed to be moving 'as one' with the wind? Well, it takes TIME to ACCELERATE that big-ass balloon with the INERTIA it is carrying against that gust. The gust is there and gone before the balloon can react.
Yes. We have all been careful to distinguish steady from gusty winds.
Model airplanes (helicopter blades) - They can change directions into and out-of the relative wind so fast, with such INERTIA that it takes TIME to ACCELERATE (or decelerate) the model to match the IAS it had prior to the direction change. If the RC pilot does nothing during this short period of time the model will either balloon or drop. The modeler can help this with power or pitch adjustments. The helicopter blade just changes its AOA.
An airplane flying in a steady wind cannot turn "into" the relative wind. The relative wind (relative to the plane, that is) is head on. A plane will not balloon turning one way and drop turning the other way, gusts aside.