There was an accident in the North Sea several years ago, with a Super Puma taking off in a very strong wind, and then turning downwind - the aircraft crashed into the water, and if I'm not mistaken, one of the causes was the turn before the aircraft had sufficient airspeed.
Consider if you are maintaining 60 KIAS directly into a 60 Knot wind - obviously, you have no groundspeed. Now you want to turn to go downwind. Anybody done it? What happens?