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The power spectrum response function of the large-scale structure of the Universe describes how the evolved power spectrum is modified by a small change in initial power through non-linear mode coupling of gravitational evolution. It was previously found that the response function for the coupling from small to large scales is strongly suppressed in amplitude, especially at late times, compared to predictions from perturbation theory (PT) based on the single-stream approximation. One obvious explanation for this is that PT fails to describe the dynamics beyond shell-crossing. We test this idea by comparing measurements in $N$-body simulations to prescriptions based on PT but augmented with adaptive smoothing to account for the formation of non-linear structures of various sizes in the multi-stream regime. We first start with one-dimensional (1D) cosmology, where the Zel'dovich approximation provides the exact solution in the single stream regime. Similarly to the 3D case, the response function of the large-scale modes exhibits a strong suppression in amplitude at small scales which cannot be explained by the Zel'dovich solution alone. However, by performing adaptive smoothing of initial conditions to identify haloes of different sizes and solving approximately post-collapse dynamics in the 3-streams regime, agreement between theory and simulations drastically improves. We extend our analyses to the 3D case using PINOCCHIO algorithm, in which similar adaptive smoothing is implemented on the Lagrangian PT fields to identify haloes and is combined with a spherical halo prescription to account for post-collapse dynamics. Again, a suppression is found in the coupling between small- and large-scale modes and the agreement with simulations is improved.