It's only a question of degree.
In the world of gas flow, there is no such thing as "sudden".
The reason wind shear can cause crashes is because some planes (notably jets) are unable to increase their airspeed fast enough to overcome the loss of airspeed due to the headwind reducing on final approach.
Pistons are usually more able to cope with wind shear, though I know of a TB20 owner who was trying to land with a surface wind of about 55kt (straight down the runway) and busted the nosegear (and the prop, etc). With a 55kt reported surface wind you can expect a big loss of airspeed - even between the top of the pole where it is measured and the surface.