It won't lose altitude right away in a headwind and it takes some time for the FC to decide is to kick in and lose altitude. It lose altitude to pickup speed it loses in a headwind. In a down wind infact you can quite easily climb in ludicrous mode as the motors aren't working as hard.Here's a little update:
I just flew my drone in the Ludicrous mode with about 7mph headwind. It surprisingly didn't lose altitude while flying at 45mph!
Could it be the latest firmware update 1.3.46?
It would be nice if we could see real RPM like the mavics allow.