Think of rate of climb along the lines of time to climb not distance to climb, a wind will effect distance (or as you pointed out angle) of climb but as rate of climb is "relative " to air or airspeed it makes no difference (a 500fpm climb is a 500fpm climb in still air or a 20knot headwind/ tailwind) your ground speed will be different but why worry as you`ll be flying at an indicated airspeed it all ties into the formula;
NAM/TAS=NGM/GS
nam-nautical air miles, TAS-true airspeed,ngm-nautical ground miles,gs-ground speed
But thats only if you want to work out climb distances