Sean,
Only the 13th and 17th are oriented in a similar Northern direction, actually NNW and NNE. The 3rd is oriented SW (SSW) and the 9th is oriented more to the E (ENE). As you say, they are all quite different playing to completely different yardages. The 3rd is slightly uphill, the 9th decidedly downhill, the 13th level and the 17th is more long than anything else, it doesn't really play downhill at all.
It is such a narrow piece of property with some terrific topographic features. The routing is more determined than most courses due to the shape and limited land but still makes use of excellent green sites for the par 3s (and the other holes as well). As for the wind, if you play there long enough and often enough, it is rarely reliable in any direction. While there may be prevailing winds in the general area, for some reason the winds at Merion shift quite often and can surprise the golfer that doesn't take careful note.
While Ian is right, you don't want many par 3s on a course going in the same direction, only 2 do at Merion and one is 250 yards and the other is nearly half that distance at 130 yards, so the trajectories are quite different. In any case, the orientations are acceptable irrespective of any duplication, because as Sean stated and Ian has mentioned on many occasions, Merion is a great course despite some aspects that would be hurtful elsewhere such as the compact size and odd L-shaped dimensions of the course.