You keep saying all you have to do is observe what the plane is doing. All you ever see is what the pilot is telling/allowing the plane to do. The plane is dumb, it has no will of its own. If it climbs or descends in a turn it is because the pilot, either intentionally or unintentionally told/allowed it to do so. Go out on a calm day and see how many turns are nice and level. You will find the same number if issues with or without wind.