A/C controls are not like car steering wheels. They are positioning the a/c in three dimensions so the resultant forces do what you desire. All aircraft, large and small work in the same way.
The simplest example is turning. Bank is applied and when the desired bank is achieved the controls are returned to neutral and the a/c will continue to turn until an opposite command returns the a/c to a level situation.
If you don't remove the bank instruction (i.e. aileron) then the a/c will continue to increase its bank angle.
The OP mentioned the other controls; yes the same applies but do you appreciate what they are for, or that climbing and decending is done with power, not the elevators?
It's a bit more complicated in practice, but that's the essence of it. (For fellow pilots please excuse the shorthand)