Ok, it's all making sense now I think. Adverse yaw on application of aileron, requiring rudder towards roll direction (if we wish to stay 'balanced'). Followed by yaw towards lower wing during roll, which would require opposite rudder if we wanted to stay 'balanced' - this is due to a side slip developing.
However in a constant turn with no aileron deflection, neither of these effects are evident as they relate to aileron application, not bank.
Am I there yet?