sideways flight

I was flying sideways along a quay, taking video. And it got me thinking: Being that this drone is actually a quadcopter with all rotors at the same size and all motors at the same characteristics, is there really a notion of aeronautically sideways? Or should I ask: Other than where the camera...

When I fly my mavic sideways the horizon (roll gimbal axis) slightly tilts in the direction of the the sideways flight path. So the horizon is not level anymore and when I stop and hover the gimbal goes back to level horizon. So adjusting gimbal roll will not fix this issue. Is there a setting...