RZ,
Indeed yes the PWS won't 'see' windshear in dry conditions. Sometimes it will get energy reflected from dust particles but this is very unpredictable (if you'll pardon the pun!).
You will still be able to use the radar with PWS on, but the rate of updating reduces because the antenna does a normal scan for the radar 'picture' followed by the '8' for the PWS followed by a normal scan again etc.
Cheers idg.