Two reasons.
Spiraling slipstream and the Torque effect.
Spiraling slipstream happens when the engine turbine is rotating fast and the aircraft is moving slow. For example, take off. During takeoff, air accelerated behind the turbine (known as the slipstream) follows a corkscrew pattern. As it wraps itself around the fuselage of your plane, it hits the left side of the aircraft, creating a yawing motion, and making the aircraft yaw left. It usually happens with propellors.
Similarly, most western aircraft have engines that rotate clockwise when viewed from the cockpit. That's where torque comes into play. As you throttle up your engine for takeoff, the right-turning direction of your engine turbine or propeller forces the left side of your airplane down toward the runway. When the left side of the airplane is forced down onto the runway, the left tire has more friction with the ground than the right tire, making your aircraft want to turn left.
Hence, naturally, jets are better able to pull left and appear to be 'very agile'
