dkatwa, as soon as your wheels have left the ground, you're flying inside a block of (moving) air. Inside this block, it really doesn't matter which way you turn. Aerodynamically speaking it's all the same.
The turn into the wind is not to add airflow to the wings or something like that, but simply so that when you come out of the turn, you are still very close to the runway, instead of blown away for miles.