Students do get confused by this. First they get to understand the aircraft is flying in a parcel of air and that what the ground is doing is irrelevant (Shaggy's "above a layer of stratus scenario"). But then they have to partly unlearn that - when they start learning to land in a wind gradient and are told that it takes time for the aircraft to respond to the changed wind speed so that the air speed (momentarily) changes.
Oh and Shaggy - I've been waiting for you to say "its all in Stick and Rudder", but you haven't yet so I'll do it for you: its all in Stick and Rudder