You can maintain a constant heading with crossed controls, but you have a slip angle because you have a lateral speed with respect to the air and the ball is, of course, down. The reason is gravity: since there is no turn and no curved motion, there is no centrifugal force and gravity alone acts on the ball.
This is what you do when you approach to land to a runway with a cross wind using the slip technique. You make the nose to be aligned with the runway using the rudder and apply enough bank with ailerons to stay on the extended centerline, thus making the lateral speed within the air equal and opposite to the crosswind component. but you can spill the coffee...