After flying for 1600 km, then increasing pitch by 27 degrees, then flying another 1600 km, then reverting pitch back by 27 degrees,
the plane will fly parallel to original horizontal, bit not with destination horizontal.
(If after 3200 km pilot wants to fly horizontally, he will have to revert pitch for more than 27 degrees.)

Meanwhile artificial horizon in the plane will gradually self-correct to every local horizontal on the way and show that the flight is not horizontal.
If pilot follows artificial horizon to keep the pitch (and in real life he does), his both 1600 km segments will curve,
according to all new inclinations of local horizontals at new positions.
Final segment will also keep curving routinely.
His reference is tied to ground, not to some imaginary tangential plain.
It is much harder to follow actual straight lines, because he would have to calculate constantly corrections away from artificial horizon.