I think the missing link with all of the above is Time and Rate of Change. When doing a normal turn i.e 60secs to turn180deg (rate 1) or even 30secs for 180deg, the rate of change is comparatively slow so, in a steady mass of air, effectively reducing any inertial effects to zero (velocity vectors and all that). Whereas with wind shear and gusts the rate of change is rapid, over a couple of seconds, therefore mass and inertia will be more prevalent.
Certainly IF you could somehow manage to turn your aircraft 180deg in 2 seconds inertia would have an effect. And conversely if windshear/gusts occurred over 30-60 seconds you wouldn't really notice them.