Do aerodynamic forces and moments change aircraft pitch and yaw in the same way?
Of course will yaw also change direction if we define this as a change in the flight path. But it does so much less efficiently than banking.

Yaw creates a side force on the fuselage and fins which accelerates the aircraft sideways. This does change the resulting flight path, but the amount of side force is small due to the low aspect ratio of the fuselage. The lift-to-drag ratio of the fuselage is poor, so another change to the aircraft's vector is a deceleration if the increased drag is not compensated by more thrust.

Banking also creates a side force (when seen in the geocentric reference system), but now the wing is responsible for that force. Its lift-to-drag ratio is much better than that of the fuselage, therefore, the amount of side force is much higher and less drag is created. By first banking and then pulling more than 1g, the pilot changes the flight path much more effectively while maintaining altitude.

So the answer is yes, yaw behaves the same way as pitch. Only the wing and elevator are replaced by the fuselage and fins, with all changes to the magnitude of the forces this causes. The only difference is that pitch is needed to adjust lift, and changing the pitch attitude will change the speed of the aircraft or the load factor. Flying in a sideslip with no adjustment for the side force by a corresponding bank angle will continuously accelerate the aircraft sideways and will result in a uncoordinated turn. Now the sideways load factor (which is zero in coordinated flight) will be nonzero while in the longitudinal motion the normal size of the load factor is one (and be different from one when pitch is changed).

EDIT:

@TomMcW has contributed a practical example in the comments. Consider a crosswind landing with a glider or motor glider where crabbing is your only option to fly a straight approach over ground. Right before touchdown you should then step on the rudder to align the aircraft with the runway so the tires can touch down without moving sideways. Now consider that you stepped on the rudder too early and the aircraft floats along the runway with a sideslip angle. You will drift leewards, right? That is exactly the change in flight path I am talking about.

In crabbed flight the aircraft flies without sideslip. The fuselage with its forward center of pressure position destabilises the aircraft in yaw and the vertical tail adds the required stability. Both create no side force in crabbed flight. Now you want to align the fuselage with the runway and step on the rudder: The tail swings the aircraft around into a sideslip until the fuselage points into the desired direction. Now opposite rudder must be applied briefly to stop the yawing motion and then returned to a position between neutral and the initial deflection in order to trim the new sideslip. Note that this works exactly in the same way as the elevator when a new angle of attack is trimmed!

In the sideslip condition both the fuselage and the vertical tail will create a side force in the same direction. The side force of the fuselage is higher because its center of pressure is closer to the center of gravity than that of the tail, and in order to reach an equilibrium, both must point to the same side. This combined side force accelerates the aircraft sideways such that a speed component is added which reduces the sideslip condition. Since the aircraft is trimmed for a specific sideslip, the changing balance of moments with a change in sideslip will yaw the aircraft further so that the trimmed sideslip angle is restored.

Why is that? Remember that the rudder is deflected. This creates a camber in the vertical tail which moves its zero-sideforce angle of sideslip away from the sideslip angle of zero to a negative angle (for example, right rudder deflection will shift the zero-sideforce sideslip angle on the tail to a left sideslip value). Any change in sideslip will, therefore, bring a relatively larger change in side force at the tail which changes the balance of yawing moments such that the old sideslip is restored. Note again how similar this is to static longitudinal stability.

This means that the aircraft must maintain a slow yawing motion in order to keep the sideslip constant. The side force causes a reduction in sideslip and the yawing motion is a result of the sideslip-maintaining tendency of the vertical tail.

And, no, yaw is not a moment. Please let's all use an agreed version of English.