Context: The solar rotation profile is conical rather than cylindrical as one could expect from classical rotating fluid dynamics (e.g. Taylor-Proudman theorem). Thermal coupling to the tachocline, baroclinic effects and latitudinal transport of heat have been advocated to explain this peculiar state of rotation. Aims: To test the validity of thermal wind balance in the solar convection zone using helioseismic inversions for both the angular velocity and fluctuations in entropy and temperature. Methods: Entropy and temperature fluctuations obtained from 3-D hydrodynamical numerical simulations of the solar convection zone are compared with solar profiles obtained from helioseismic inversions. Results: The temperature and entropy fluctuations in 3-D numerical simulations have smaller amplitude in the bulk of the solar convection zone than those found from seismic inversions. Seismic inversion find variations of temperature from about 1 K at the surface up to 100 K at the base of the convection zone while in 3-D simulations they are of order 10 K throughout the convection zone up to 0.96 $R_{\odot}$. In 3-D simulations, baroclinic effects are found to be important to tilt the isocontours of $\Omega$ away from a cylindrical profile in most of the convection zone helped by Reynolds and viscous stresses at some locations. By contrast the baroclinic effect inverted by helioseismology are much larger than what is required to yield the observed angular velocity profile. Conclusion: The solar convection does not appear to be in strict thermal wind balance, Reynolds stresses must play a dominant role in setting not only the equatorial acceleration but also the observed conical angular velocity profile.