Not sure about this, but here goes...
Yaw is rotation about the vertical axis of the aircraft, with respect to the front to rear centreline of the aircraft.
In a balanced turn, that centreline is itself gently 'swinging' though the angle of the turn. However, the aircraft should not rotate about it's vertical axis within that movement...therefore no yaw.
Imagine the aircraft as being at the end of a piece of string, and being pulled around by centripetal force...this is a balanced turn, and the aircraft should always point in a direction at 90 degrees to the string...so no yaw.
...preparing to be shot down...
