I can follow why a head-wind should slow down a cyclist (and not be of great benefit for an out and back course)...
The most energy-sapping type of wind is not a head-wind, but a side-wind (i.e. one that blows from the side).
Clearly, the vector sum of the wind and velocity of the cyclist give a retarding force that acts at perhaps
45 degrees, furthermore on an out and back course it has a retarding effect in both directions.