Your movement is done with a POV, so left+down is not the same as left and down, it's another event.
POV has 8 events:
Straight events: up, down, left, right, up+left
Diagonal events: up+right, down+left, down+right.
So you have to manage the diagonal events, so when pressing up+left or down+left, the object continues to go left.
But, I have another solution: wait for next version
After some thinking, if you're using movement behaviours (like platform movement for instance), I agree that having 8 directions for POV isn't usable. So, I think I will add a dynamic option and when it is set, the plugin will manage POV diagonal entries as two different controls. For example, If NW is pressed, it will trigger N then W.