Good question

Because with it your way, the air would come through the bumper and would be forced over the oil cooler. With it the other way, the angle of the cooler acts as a barrier and because the air cannot go backwards it forces the air through it rather than over.

If you look at all half decent intercooler installs you will see that it isn't totally upright, the top will always be in front of the the bottom, if you look at it from the side. If that makes sense.