You're taught to fly the centreline for operations at airports with parallel runways, so you won't drift into the other departing traffic.
Having said that, I usually got "fly runway heading" probably because that's what the big jets do on departure.
As was pointed out local published procedures should win this argument.
As for a departure with an xwind, then sure turn into the wind - if you're going to turn. Alternatively, keep your eyes peeled for various places in front of you, in an ever widening triangle for a put down.
btw, one of the sailplane drills we practiced was a rope break at 500 ft, hand a 180 and bring it back to base

Good training too as we had a guy do it for real on his solo