I'd guess it is related to the conventional way steering wheels work--turn clockwise to steer the vehicle right, counterclockwise to steer it left. Hence, clockwise gets associated with right and counterclockwise with left.
I have no idea why steering wheels work that way. If I had to guess it would because most steering wheels are below eye level so it makes sense that you move the top of the wheel in the direction you want to go.
Note that if you are holding the top half of a steering wheel that follows this convention, then when you turn the vehicle the centriwhatever force on you will tend to oppose the force you are using to turn the wheel. If the steering while used the opposite convention, that force would reinforce your force. That positive feedback would make it a lot easier to lose control during the turn.