Why are FCs set up so you have to roll when you yaw? Can you configure yaw to be applied last?

I was teaching someone to fly in a simulator (FPV SkyDive) and they were very confused by the way you turn. I certainly remember finding it unnatural, but now I'm used to it: With the drone pitched forward slightly for normal flight, you would coordinate a yaw right and roll right to make a smooth turn.

Is there a reason it's not set up so that pitch/roll attitude are maintained as you yaw? So if you're pitched forward 30 degrees and the horizon is level, when you yaw those both stay the same? Are there moves that are easier using the existing standard? Or on the other hand, are there folks who have changed their setup (either FC settings or tx mixes) for different behavior?

Thanks for any insights!