a turn out of the wind?
Let me help....
If you takeoff and climb into a brisk wind, maintaining a constant airspeed, so far so good. If you then turn downwind, it will be necessary to accelerate relative to earth, to maintain that airspeed. Sure, the downwind will assist with that, but before it does, you will have suffered an indicated airspeed loss, which may affect handling, depending upon how close to stall speed (Vx speed range) you were while climbing into the wind. This can be evident as stall warning as you turn out of wind, I have experienced this and demonstrated it many times during training, when altitude was ample. This is a "gotcha" for seaplane pilots, who may be trying to turn away from rising ground after a confined area takeoff. Increasing wind intensity encountered climbing up out of terrain can also be a factor.
It is certainly a hazard known to helicopter pilots, as the helicopter can come back out of translation, and require more power to maintain altitude, combined with affects upon control. Certainly if you're climbing out at Vy+, or in cruise speed, the affects of turning out of wind are probably negligible. It's the low speed maneuvering where the hazard presents itself.
I'm not suggesting that this was a factor in the Mallard accident, as I presume that the pilot was turning into wind, so as to land into wind, so things just get better when that happens. Though, I do not know the wind conditions experienced by this pilot.