Throwing a model aeroplane gives it a certain amount of initial groundspeed e.g. 10 kts.
In no wind this will give it an initial airspeed of 10 kts, if this is close to it's "trimmed speed" then all of it's designed in stability will help it fly straight.
Into a head wind of say 10 kts, it's initial airspeed will be 20 kts or twice it's trimmed speed. The inbuilt stability will maneouvre the aircraft to hunt for the trimmed situation.
This will probably be an initial climb which will slow it down (a bit too much at first) this will reduce the directional stability until the speed builds back up again as the nose drops.
Eventually the trimmed speed will be found but the initial direction will have wondered.
That makes sense to me anyway.
FIS.