It's not about having a headwind, it's about having a sudden _change_ in headwind, and this does affect your airspeed.
As far as I know, all autothrottle systems are able to cope with these changes and adjust the throttle setting to match the IAS set on the MCP when a change in airspeed is felt.
This may lead to your throttles "chasing" the IAS when you have some turbulence, in which case it would be a better idea to turn the A/T off to keep it from wearing out the all the bits and bobs involved.