When you are airborne, and assuming in balance, the aeroplane is already aligned with the wind. That is the definition of flying in balance.
In a crosswind approach, if you attempt to line the aircraft up with the runway early (i.e. making a wing-down approach), and then release the controls, then the aircraft will tend to turn back into the wind, i.e. back to where it was before you straightened up the nose.
Likewise, on a cross country flight with a crosswind (or without a crosswind for that matter), if you are in balance then the aircraft is lined up with the wind. If you fly out of balance, i.e. in a side-slip, the aeroplane will again return back to its original state of being lined up with the wind.
We tend not to use the word "weathercock" for this effect. Weathercocking is what happens on the ground - the difference being that on the ground it is the relationship between the fin and the undercarriage which causes weathercocking, in the air it is the relationship between the fin and the centre of gravity which causes the aeroplane to fly in balance. We call this directional stability.
FFF
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