All student pilots are taught and learn that a round trip in constant wind will take longer and burn more fuel than if there was no wind. Of course a plane can only react against the air whereas a bike or boat (think sailboat) can react against the ground or water (think keel) so the situation is a bit different because in the latter cases thrust can be derived from crosswinds. In the case of bikes, even though some wheels have been shown to generate some thrust in crosswinds, I believe the overall effect when considering total drag will always be to make the round trip longer in a steady wind than in calm conditions.