I suspect that you are in Tail Lock mode. If so this is normal.

To double check, try putting it in rate mode and moving the stick again. In this mode the tail will follow your stick input.

It may be worth trying a search for Heading Hold or Tail Lock (they are the same thing) on RCU to understand why this happens. This is a common point of misunderstanding and has been discussed before.

I hope this helps.