If it were solely to gain the best climb performance to outweigh the degradation, surely a speed closer to the best rate of climb (the speed where the excess of thrust available is at a maximum)i.e. an equivalent improved climb V2 speed depending on config, would be more advantageous.
That MIGHT be true if you were in steady-state conditions. HOWEVER, wind shear is NOT a steady-state condition!
What you need in windshear is ALTITUDE! If you are above Vx, Vy, or V2 (whichever is stuck in your mind right now), you want to trade any excess kinetic energy (airspeed) for ALTITUDE! Pulling aggressively to the stick shaker/"edge of stall"/CLmax is the way to do that IMMEDIATELY!
Generally, you will not react to a windshear that INCREASES airspeed with anything other than a power reduction, unless you have anticipated it and recognize it as it is happening. So, when the airspeed REDUCTION happens (or if the reduction happens BEFORE any increase), you are already in a disadvantaged condition.
Don't second-guess your FHB procedures in this situation. REACT -- NOW!