First off, most swept wing aircraft ROLL to some degree when rudder is applied. In fact, that's SOP for rolling the F-4 Phantom above 12-14 units of AoA, as it would hardly repond to the ailerons at that point.
Secondly, aircraft generate resistance to yaw due to the airflow over the fuselage and vertical stbilizer(s)...this tendency obviously increases with velocity of the airflow. That is one reason that rudder deflections at speed do little other than impart roll and a slight yaw effect, or, what's referred to as "dutch roll". This is why those surfaces are effectively limited or locked out on FBW aircraft over a set airspeed (in fact, the F-15 Eagle uses a control augmentation system that limits rudder deflection to less than 15 degrees to prevent roll-due-to-yaw, unless the aircraft is in a high alpha-state maneuver).