In fixed wing, to hold a steadily banked turn you probably have to "hold off" the bank with, eg, a touch of left aileron for a right turn. This becomes more pronounced at low airspeed and is because of the speed differential between the two wings (outer wing goes faster so produces more lift)
In a helicopter, this is very much the case due to its natural instability in roll - ie you initiate the turn with a small amount of cyclic but then need more cyclic in the other direction to stop the bank increasing. What may be confusing you is that in helicopters with autopilots (mainly the larger ones), you "fly through" the autopilot - ie the autopilot is always engaged in flight.
The autopilot is trying to keep the wings level or at least resist rates of roll, and in some cases ( AS332 etc ) you need to hold into-turn cyclic - letting go results in the autopilot returning you to wings level. Try doing that with the autopilot switched off and you will be upside down before you know it!!
