With the A320, a go around due to wind sheer requires no change in configuration until positively out of it. The landing gear is left down due to an increase in drag during retraction.
And I think this is the procedure on most other large aircraft as well. Another reason cited below is that you might move the flaps the wrong way out of habit if you tried to extend them to get a balloon effect and lower the stall speed.
For almost thirty years windshear procedures in U.S. training have derived from the wisdom in Advisory Circular 00-54. Every training manual I've encountered since the AC was published in 1988 seems to have verbiage from this publication (e.g. the deviations of 15 knots, 500 feet per minute VS or 5 degrees of pitch definitions of windshear). I'm sure there is a corresponding ICAO document somewhere.
The philosophy of maintaining configuration until out of the shear is explained on page 47 of the FAA document:
CONFIGURATION
Maintain flap and gear position until
terrain clearance is assured.
Although a small performance increase is
available after landing gear retraction,
initial performance degradation
may occur when landing gear doors open
for retraction.
While extending flaps
during a recovery after liftoff may
result in a performance benefit, it is
not a recommended technique because:
1) Accidentally retracting flaps
(the usual direction of movement)
has a large adverse impact
on performance.
2) If landing gear retraction had
been initiated prior to recognition
of the encounter, extending
flaps beyond a takeoff
flap setting might result in a
continuous warning horn which
distracts the crew.
http://www.faa.gov/documentLibrary/m...ar/AC00-54.pdf