Is it possible to tell Cura that the wall thickness should be equal not only horizontal but also on a vertical point of view?
No, the definition of wall thickness is in horizontal direction, not vertical or perpendicular. The hint info of the "Wall Thickness" option describes this.
However, if you have very curved surfaces that require more walls, but you don't want to have all these walls in the whole print is use a technique described in question Different infill in the same part. This answer describes the use of a different infill percentage, but you can also change the amount of walls; so in these curved regions, you could locally increase the amount of walls, e.g.: