This applies to all aircraft, big and small. When freed from the ground, you have the ability to make turning more comfortable. Instead of being thrown towards the outside of the turn, in an aircraft you can now make this force be felt in a vertical direction by banking the aircraft (by using the ailerons instaed of the rudder). It is also more efficient aerodynamically to do this (less drag) and whilst it is possible to change direction just using the rudder alone, the secondary effect of rudder is bank. This is because the outer wing will have a greater airflow over it and as a result, generate more lift and therefore bank the aircraft anyway.
Amongst other reasons (conected with stability), the yaw damper will also smooth the secondary effects of aileron and as a result provide a smoother ride.
PM