Rudder will (yaw) the plane left and right...what happens is the fuselage will partially block airflow over the wing in the direction of the yaw..(yaw left, block airflow over the left wing)...left wing looses lift..
So with a high-wing plane or parisol wing that can't happen (no fuselage beside the wing) and they don't turn? I had heard it was that the forward wing is accelerating in relationship to the "inside" wing and the added speed gives it more lift.
It pays to remember that ALL flight is three dimensional and regardless of the heading the airplane is ALWAYS reacting to tha apparant wind, which is the column of air it is passing through in the direction of travel. And the direction of travel may or may not be where the nose is pointing.