"Affects more" can be taken both ways.
A lighter aircraft (of the same aerodynamic characteristics) will react more to any given disturbance to the air mass (which is what windshear ultimately is; it's the same as gusts in that sense).
But because it reacts more it also reacts faster. Which means that any disturbance which occurs over a finite time is more attenuated by the response of the aircraft, and so the maximum disturbance is less.
Consider two cases for the same aerodynamics. One is a typical airliner, with mass. The other is an airliner but has no inertia (ok, it's magic!)
Both aircraft are on approach, and encounter an "increasing performance" windshear, which means an increase in headwind. The inertialess aircraft will maintain the correct airspeed as prior to the shear, as the increased headwind will cause instantanoeuly increased airspeed, instantanoeusly increased drag and an instantanoeus groundspeed change, rebalancing the airspeed at the original trimmed value.
The "real" aircraft will actually see the airpseed increase due to the shear, and will start to decelerate due to increased drag, but will take a finite time to do so.
Therefore the heavier aircraft's airspeed is more affected - but of course the actual trajectory of the lighter aircraft was more affected.