They keep the train centered by the differential effect. The angle of the cone is very slight, nowhere near enough for gravity to overcome friction to cause the train to slip laterally into the center. And then keeping the train centered as the track turns results in the train turning with the track.
I think this may be the primary reason why narrow-gauge railways are better at tighter curves: the shorter axle means the same wheel radius difference (caused by lateral displacement) causes a smaller turn radius versus a standard-gauge axle.
> But this guy, this Ea-nasir, he kept all of his angry letters - hundreds of them - and meticulously filed and preserved them in a dedicated room in his house. What kind of guy does that?