It seems to me that several posters are confusing crosswind with yaw. Merely flying steady-state in a crosswind air mass has no effect on directional stability; you merely align the aircraft a bit differently than the ground track; but the airplane doesn't know this - it's still flying in an air mass with no yaw (ie rudder & ailerons neutral). An analogy would be a ferryboat crossing a river; it crabs into the flowing current, but with the rudder centered.
Flying with the rudder displaced is called yaw; if the ailerons are held neutral, the airplane will be in a skidding turn with the skid ball displaced. Crank in a little opposite aileron, and you can stop the turn, but the skid remains. Because this increases drag, and forces you to the side of your seat, you don't ordinarily do it for long. But it can be useful to steepen your approach path for a short-field landing.