Recently, I had a sim session and handled a windshear exercise immediately after T/O. Airspeed went way above S momentarily while I was maintaining FD.
After completion of the session, Instruction debriefed that I should have retracted the slats/flaps to prevent damage to them.
Did your debrief discussion include a review of the written procedure? What does it say? Was his assertion in line with, or contrary to, the written procedure?
In general, as others have said, the windshear escape maneuver is done with NO configuration change other than retracting speedbrakes, if extended. There is likely NO note that says to retract flaps if the airspeed momentarily exceeds the current flap speed during the shear. One reason is that the airspeed is likely to reduce to BELOW the safety speed for retracted flaps, BEFORE they are even fully retracted!
IF the instructor's assertion was contrary to the written procedure, you should make a written report to the training center for which he works, reporting his contradiction of written procedure.
While the windshear is occurring, flap damage is NOT your primary concern -- staying out of the dirt is! Don't make up procedures, or allow bad instructors to lead you into made-up procedures! Does your procedure tell you to follow the FD, or to pitch to a certain limit (e.g., pitch angle or stick shaker)?
OK465: ESPECIALLY immediately after takeoff, retracting flaps is NOT a good idea. The momentary speed excursion is VERY likely to reverse; and if the flaps are retracted, stall is MUCH more likely. While there MIGHT be a valid discussion in some airplanes regarding flap position vs climb performance (e.g., FLAPS 10 vs FLAPS 20 in the 747), there is a MUCH higher likelihood of a WRONG change being made in the heat of the moment.