Align left/center/right doesn't mean place at the left/center/right part of the main column.
Align left/right means place at the left/right part of the available space, and make the rest of the content wrap around, i.e. start next to instead of below the image (except if the content that follows overrides this). Align center means place at the center of the main column, and display as a block, i.e. nothing in the remaining space left and right of the image. That's why you got the "stair stepped down to the right" effect.
To display three thumbnails in a row, you need to set the alignment of all three to left. Then you need to switch the editor to Text (=code) and add something to prevent any further wrap around. One way to do it is paste this after the third image code: