This is called “translating tendency” or “tail rotor drift” and is normal for single-rotor helicopters (i.e. helicopters with a tail rotor).
A tail rotor inherently produces sideways thrust as it counteracts the torque of the main rotor. Tail rotor thrust will make the helicopter drift sideways in a hover – unless you tilt the main rotor to cancel out the drift. On some helicopters this tilt is built in, and on other helicopters you must hover with one skid low.
Here’s a good video about translating tendency:
