If you do the math, you lose more time into the headwind than with a tail wind.
Ask any coach about how you TT in windy conditions, and the advice is always go a bit above threshold into the wind, and recover with the wind.
The math is pretty simple.
To the extent that your apporach works for you in endurance events, it's likely because it's a tool to keep your from blowing up, and working too hard too early.
I can see in a long event if you push too hard too early your burning matches you'll need later.
But that still doesn't mean that you wouldn't be faster by pushing a bit harder into the wind, and recovering downwind.
So at most your strategy is a coping mechanism not to burn matches, but it's slowing you down from what you could do if you reversed the startegy, as long as you maintained the discipline not to work too hard into the wind and blow up.
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You could fall off a cliff and die.
You could get lost and die.
You could hit a tree and die.
OR YOU COULD STAY HOME AND FALL OFF THE COUCH AND DIE.