In the short "Ace in the Hole", Woody Woodpecker houses a desire to fly a plane...even though he had already demonstrated in previous shorts that he was already fully capable of flying.
Maybe he just liked the idea of being in charge of a machine.
Most people who drive cars can walk, doesn't mean they shouldn't drive.
This is purely Rule of Funny in effect. The whole joke is that Woody can already fly, but he's so stubborn in his goal to fly the clipper, that it drives him into doing some foolish stuff and wreaking havoc on the air force base he's at, and his foolishness blinds him to the potential consequences and the fact that he could have avoided the whole situation by using his natural abilities. Also, this is Woody Woodpecker we're talking about. He's not exactly a rational person to begin with.
In The Loan Stranger, why didn't the Loan Shark just try to get into Woody's house via the basement entry he had fallen into at one point?! (since he was going to eventually resort to breaking into the house anyways)
Not every basement has a stairway that leads upstairs. Woody's cellar was probably cut off from the rest of the house save for the entryway that the Loan Shark fell into.