This is why instructors must choose words carefully...
FFF said the aircraft was ALIGNED with the wind, which doesn't always mean the nose points at it! In your example unfazed, the wind would be blowing along a line tail to nose, so the aircraft is aligned with the wind, even if the nose is pointing exactly away from it.
Might help you if you imagine a small boat crossing a fast-flowing river. In order to track straight across from bank to bank, the boat must point upstream, to avoid being swept downstream by the current.
For the aircraft, the wind is like the river current as you fly from A to B (bank to bank)