Here's a demonstration.
As you can see the 1st time I turn around it works when I press down the other button
after I've pressed the first key (both are being hold down at same time) but the 2nd time when I press down the other button
before I unleash the other key it doesn't recognise the input and just stops. But as you can see everything else works fine like running in circles or using diagonal movements.
This applies to both KH1 and FF12 so it prolly applies to all games. It's not such a big deal but it would feel a lot smoother if it turned around all the time without having to unleash the other key first.