The plane flies straight despite being heavily tilted to the right

How do you see that left rudder is engaged ? What is the button/keyboard shortcut for rudder trim ?

There might be a rudder problem indeed. In the following thread, someone is having the same problem:

Anyone has serious rudder problem after recent update? - Aircraft Handling - Microsoft Flight Simulator Forums

It might be linked to this problem
Rudder doesn’t recenter by itself - Bugs & Issues / Aircraft Handling - Microsoft Flight Simulator Forums

I’m playing with a gamepad.