You would have only taken off with max thrust if the windshear was "forecast/reported". . . but, someone has to report it, and, particularly these days where full thrust seems to be an ugly word to most companies, chances are the first guy to find it will be launching with some kind of derate.
And if it happens on approach ?
If it really is that bad, that it involves sink-rate that may exceed the performance capability of the aircraft (as it has been in the thankfully relatively rare accidents so far) I don't see much point in worrying about the engines.
EGT margin remaining won't impress the accident investigators.