If the downwind myth were true you would notice some weird effects inside trains and cars and aircraft. Inside a train/car/aircraft the occupants and all inside it are carried along with the train/car/aircraft (much the same as an aircraft travels with the air in a constant wind).
If you were to throw a paper plane that circled inside the carriage when a train was waiting at the platform it might circle nicely. If the myth were true and the train was travelling at speed, the paper plane would now lose or gain airspeed as it turned towards the back or front of the train in its orbits (because it would have 'inertia' relative to the earth that needs to be 'made up' or 'lost' and so the plane would climb and descend as it gained and lost airspeed).
Similarly if you walked about a train's or aircraft's aisle in a circle, you would stumble about as you changed direction as you 'gained' and 'lost' inertia depending on the direction you were walking. Assuming the train or aircraft is travelling at a constant speed and direction, that is not what happens. Even at high speeds, you can comfortably move about the cabin without fighting inertia due to your 'inertia' relative to the earth.
Aircraft fly relative to the air around them, not the earth, same as passengers in constantly moving vehicles measure their practical (ie what it feels like) inertia relative to the vehicle not to the earth.