That's cause coming in you instinctively correct for the slots rotation and then rotational correction kicks in.
Going out you can easily feel the slot moves (cause it does) when rotational correction disengages.
Going FA off through the slot will actually leave you spinning in space same as the station and you shouldn't have this issue.
Personally I often just line up to the slot and go out at full boost so don't have this issue
Obviously not in busy instances of course...
Hey I'm Thor -
People call me Bob.
Rule 1: Pillage. Then burn.
Rule 2: No such thing as overkill, as long as there are reloads.