While launching from a site at the northern hemisphere (Baikonur, Cape Canaveral), MechJeb lowers the inclination during the gravity turn. It does not help to set the orbit inclination to the inclination of the launch site. You have to set the NEGATIVE value of your launch site inclination to avoid this. I'm not sure if I misinterpret something or MechJeb mess up the target calculation.

This behaviour can be reproduced with the current versions of KSP (0.90.0.705) and MechJeb (2.4.2):

Bring a vehicel into an inclined orbit (e.g. 30°), set the orbit inclination of the Ascent Guidance to the inclination of that orbit and let you show the navball ascent path guidance. You will notice that during the descending part of the orbit (from North to South) the target marker differs from the prograde marker with a maximum delta at the equatorial plane. During the ascent part of the orbit (from South to North) both markers stay aligned.

two screenshots:
ascending phase, prograde and target marker are aligned:

descending phase, prograde and target marker not aligned:

fixed with the ascent guidance overhaul that landed with the atlas-centaur PEG.