the airplane is no longer in wind shear, all bets are now off and fd mode reverts to normal. If you were above commanded mcp altitude you would continue in toga toga until you made another selection. Below mcp alt then yes it would capture (if ws condition is left)
I think some may need to have a reference for that..without the y"all bets are now off" innit
but yeah i feel ya.
Manada,
If the enhanced guidance in a windshear would guide you to alt acquire then there would be a major flaw in their guidance system not my notes....