The aircraft’s heading indicator is a gyroscopic instrument that drifts off course over time. In the real world you align the heading indicator to match your compass on the ground before departing. During flight it is necessary to periodically realign the heading indicator (also known as a Directional Gyro) which is accomplished only during level flight to insure an accurate compass indication. Unless you enjoy total realism, turning off the drift feature as suggested will work just fine.
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