phnuff
Actually, the smaller inertia and lower momentum if a little plane makes it less affected by windshear, since the airspeed more quickly returns to the trim value. (A feather blows with the wind, while a brick experiences the wind changes directly).
If both a heavy and light plane experience a, say, 10kt shear, both will instantaneously experience a 10kt change in airspeed. Even with NO pilot reaction, the lighter aircraft will accelerate back to the trim airspeed faster than the heavy. So the shear affects the lighter aircraft less.
Of course, that 10kts is a bigger percentage of the initial airspeed for the lighter aircraft...