I have a very plausible explanation for this without resorting to "it looks good in cinema for space ships to roll and bank" or putting imaginary anti gravityantigravity y axis-axis thrusters that are in no way ever visible in the movies.
You can actually physically see what imI'm talking about by looking at the falconFalcon exhaust itself.
If you look carefully at the top and bottom of the huge ass falcon thruster you will see a series of disconnected plates. These are thrust vectoring plates similar to what's on the F-22 raptor! These plates direct the thrust of the millenium falconMillenium Falcon either up or down! If all the plates point upward the falcon will climb. If half the plates point up while the other half points down the falcon will roll! Due to the fact that there are no thrust vectoring plates on the sides of the exhaust the falcon can ONLY roll or bank. Thrust vectoring works in space as well!
While itsit's a mystery how other crafts in the star wars universe turn yaw and bank the millenium falconMillenium Falcon is the only one where the physical structure of the exhaust actually explains the way it flies! This is the most elegant explanation imo!