Thats a very simplistic / basic / fly by numbers approach to windshear warnings. As a previous poster points out, what’s the point of exchanging one windy runway for another with less fuel. On a day like today every runway in the UK is going to be affected by lumpy wind, some will have a larger xwind component than others but that doesn’t mean they’re more or less likely to have a windshear event.
In my airline as long as multiple criteria are met and the decision to continue is pre briefed it is permissible to treat a windshear warning as a caution and continue the approach. Of course just because you can doesn’t mean you must, so I temper the briefing to say we’ll be continue minded above 500ft and w/s ga minded below 500ft and there’s no need to try to be heroes.