if the steering has been set up just using the front wheels then that can cause the steering wheel to be out of alignment.
most likely the rear axle isn't quite right.
not only should the flags be placed on the rear wheels so you know which side to adjust but it's vital to check the rear axle alignment FIRST
think about it logically.
you can clamp the steering wheel dead straight, set the front wheels correctly using flags on the rear wheels and statically the car should
be pointing straight with the steering wheel still correct.
all seems logical.
what can actually be the cause is the rear wheels being out of line.
lets say the rear wheels are biased towards steering the car left. to keep the car in a straight line you would also need to steer left. the car in effect crabs down the road.
of course on the gauges the front alignment would show up as correct...
what should be done is this.
first off set the REAR axle track correctly balancing it equally side to side using the flags hanging off the front wheels. this will ensure the rear is facing correct and true with the cars thrust line. very important.
next set the front track correctly, again using the flags on the rear wheels making sure the steering wheel is clamped straight ahead.
as long as all the bushes/joints etc are in good order this should create alignment that is spot on
of course cars can still pull to one side due to differing bias in tyres, particularly if different brands are used. doesn't always happen, but can....