Jim,
Actually the power usage goes up going downwind, and eases off going upwind! The reason is as the plane turns into the downwind leg, its airspeed begins to drop. Yes the wind does try (via drag) to speed it up, but the main thing that happens is that the prop sees a heavier load---after all the rpm is being kept constant, but the airspeed has dropped, so the load goes up.
After it turns into the upwind leg, just the opposite happens, the airspeed increases, so the prop load decreases.
I was amazed by this when I was looking at the first few plots from my data recorder and was puzzled by how the battery current oscillated every lap, then even more surprised when I noticed when the highest current occurred--90 degrees before the downwind location we do the maneuvers, just when the plane has the highest tailwind.
So you can argue that some of the power savings comes from the fact that the higher power period is shorter (the groundspeed is highest) than the low power period (since the groundspeed is lowest). But I also think the peak power in the maneuvers is reduced since we are getting some energy for the climbs from the wind. I haven't run the data recorder recently to see if the peak power levels are reduced on a windy day, so this is a guess on my part--motivated by the people who can fly maneuvers with no power in the wind. Certainly can't do that (easily at least--I suppose you could whip) on a calm day!