All simplifications loose detail and accuracy, how much you are willing to loose and simplify depends on how much detail the student needs to understand what they are doing. It is fine to simplify for ab initio students roll=>sideslip=>yaw (fin effect) as succinctly stated by BEagle. However for advanced manoeuvres (aeros ie vertical rolls, STOL landing in high tail aircraft, spinning, etc) a more accurate understanding of effects of controls and aerodynamics is required to understand what inputs are required when. As an instructor you must know when to simplify the explanation, but not confuse the simplified explanation with the facts. Instructors should have the detailed, correct understanding required to expand simplified explanations if the students asks for more or requires more for advanced sequences.
While not important for basic student to understand that during a banked turn the aircraft is both yawing, pitching and rolling, instructors certainly should know it, and they should not deny the fact if queried. Otherwise you will finish up with very confused students and perpetuate some of the mis-information evident in this thread.
The original question was "Why is Yaw 2nd effect of Roll?". Answers for basic students are:
Adverse yaw is secondary effect of
aileron roll due to increase in drag on wing going up.
Into turn yaw is secondary effect of
bank due to sideslip and directional stability.
Expanded answer for inquisitive students to the second "secondary effect" goes something like this:
In a bank the lift vector is tilted sideways. Resolving it into vertical and horizontal components means there is a small vertical component of weight remaining, and a horizontal component in the direction of the bank. When combined these result in a sideslip vector toward the low wing. Directional stability caused by change in AOA on the tail fin results in into turn yaw. Note that increasing the wing loading with back stick to maintain the vertical component of lift equal to weight (and therefore mantain level), still results in a sideslip component, and therefore into bank yaw (and also gives us a pitch rate). The combination of the roll, yaw and pitch result in a turn. In a conventional design (dihedral and/or sweep back for roll stability) in a steady turn (constant rate of roll, pitch and yaw), there is a requirement to hold some into turn aeileron to maintain the AOB. This causes a (slight) adverse yaw, requiring into turn rudder to remain balanced.
More detail is required to explain variations caused by delta wing, high tails, spoilers, canards, high/low wing, etc, but there isn't room here.
Is that clear?
Edit: left out the constant pitch rate in steady turn.