It doesn’t disengage it, it simply follows the new heading. So rather than turning by using the yoke, you turn the heading knob to change the heading bug to your new course.
It sounds like you want to have the AP maintain altitude while you steer the heading manually. It doesn’t work that way in these aircraft. It’s all or nothing. I think CWS mode in the 737 and maybe other airliners does what you describe.
The best I can suggest if you don’t want to steer using the heading bug is that you can make subtle inputs in ROL mode. If you make too drastic an input it will disengage the AP. But keep it small and you can do it. You can also use the rudder without causing it to disengage.