bash: unable to set and use alias in the same line

The behaviour you're seeing is described in the Bash Reference Manual (emphasis mine):

The rules concerning the definition and use of aliases are somewhat confusing. Bash always reads at least one complete line of input before executing any of the commands on that line. Aliases are expanded when a command is read, not when it is executed. Therefore, an alias definition appearing on the same line as another command does not take effect until the next line of input is read. The commands following the alias definition on that line are not affected by the new alias.

Presumably the other shells also behave in this way.