When flying an intercept to a NAV or GPS course, the autopilot sees two signals - cross-track deviation (CDI bar off-centre) and couse error - the difference between the heading bug and lubber line when you don't have an HSI. The first is used to determine how far off track you are and the second tells the autopilot which way to turn to capture the desired track when the deviation diminishes at capture. Once on track, the autopilot will use predominantly cross-track deviation to stay on course and the course error will be washed out by the cross-wind correction circuit. If you turn the course pointer once captured, you introduce an error signal to oppose the deviation signal and hence turn when you may not want to.