If you turn low enough, in something with some wingspan, you discover that the wind does matter to the aircraft. That's because, if you're low and have span, in a turn into wind the lower wingtip is down in the wind shear and has a lower airspeed than the fuselage does, while the higher wingtip is higher up and has a greater airspeed. The combination results in the aircraft trying to roll into the turn. Turning downwind you get the opposite effect: the aircraft wants to roll out of the turn.
