It's often very easy to notice the effects of wind gradient during the last 50 to 100' of descent in a light plane, sailplane, or ultralight aircraft. The sink rate increases quite dramatically due to the strong wind gradient often found near the ground. It's a very real thing. It's also not unusual to notice a higher-than-normal climb rate immediately after takeoff, for the same reason. Physics are no different in fast jets but you might need a stronger wind to get a noticable effect. On the other hand in a steep fast climb you are obviously moving up through the wind gradient a lot faster than you would in a light plane.
The effects of wind gradient on glide angle, as opposed to sink rate, may be a little more subtle. Still, if you have an autopilot controlling the glide path w/ elevator and airspeed w/ autothrottle, it seems that more power will be applied whenever the a/c is descending through a strong wind headwind gradient, no?