This shouldn't happen when steering, only when you try to use an ability that isn't unlocked yet like the rotation jets. If you're playing on keyboard and tried to rebind the arrow keys to wasd then you probably didn't notice there were already things bound to wasd - an ability that you unlock later (rotation jets).

I'd recommend sticking with the default controls for the main Adventure campaign so you learn what all the abilities are first, and then do rebinds afterward if you still feel things should be moved to different bindings.

That said, if you really want to swap wasd and arrow keys before Adventure, here's a premade control scheme file that properly swaps them:
https://drive.google.com/file/d/0B1bpfivT321Ielo3bzNNc0drUm8/view?usp=drivesdk&resourcekey=0-ebJMlQwCsBq8XXdv1ZlMEQ

If you’re on Windows, place that in "../Documents/My Games/Distance/ControlSchemes/", and then it'll be listed in the Schemes dropdown of the Controls menu.