Airplanes during atmospheric flight bank (incline towards the side of the turn), because to turn to one side, you must change the lift force to have a horizontal component (illustration from the same Wikipedia article):
However, in a vacuum, you do not have a lift force in the first place. Therefore, banking would not cause your spaceship to turn, unless you have special turning thrusters that for some reason are angled slightly DOWN from your plane, AND to the side:
However, the Millennium Falcon always banks when it turns in vacuum, despite seemingly NOT having such "sideways and downwards" aimed turning thrusters.
WHY? In-Universe explanation, if exists, is preferred.
NOTE: the question is about the Millennium Falcon but as noted in the comments, the issue is equally applicable to small starfighters as well.