Wings still genarate lift when in a vertical climb. The force genarated is reative to the wings not gravity

Thrust from rocket engines(or jet engines) is not lift. The force they genarate is perpindicular to the focre genarated by lift. All of the lift being genarated in front of the CG would cause the rocket to pich over and crash back into the ground.

Aerodynamics called: your center of lift being far infront of your center of gravity does not work