Why angle of attack is always shown against the relative wind parallel to horizon?
I think this has been at least hinted at in other answers, but, just to put it succinctly, the diagrams aren't actually intended to show the airflow as always being parallel to the horizon. The airstream is just shown flowing along the horizontal axis of the graph because it's convenient to illustrate it that way. There is no implication intended in the diagram that the horizontal axis of the diagram is actually parallel to the Earth's surface.
The behavior of the airfoil is exactly the same regardless of the actual orientation of the wing and airflow relative to the horizon. All that matters is how the airfoil is oriented relative to the airflow. You can rotate those diagrams any way you want relative to the horizon and what they depict will remain true.
The blue airflow lines you've drawn on the diagrams seem to be assuming that the airplane is always climbing at an angle roughly equal to the angle between the horizon and the wing's chord line, but this is not true. You can fly with a high pitch-up angle while maintaining level flight if you fly slowly enough, for example. You will practice this (called &quot;slow flight&quot;) when training for a private pilot certificate. You can (and often do) even descend with a nose-up attitude. And, if you put the nose up too far, you can descend very rapidly with a nose-up attitude after your wings stall. For example, Air France 447 was falling 10,000 feet per minute with a nose-up attitude as one of the pilots held the stick back.