Well, I did an experiment yesterday...I was using CFS2 instead of FS9 but pretty much the same thing. I was flying an L-39 in Combat Jet Trainer and tried exactly what you talked about. Trim the a/c straight and level at a specific altitutde, do a few manuevers and get back to that same altitude and attitude and the trim should be the same. Only it isn't. It's almost as if the trim resets itself back to zero every time I touch the stick.
Seems mysterious... until you consider the throttle.
"Trimmed for XX airspeed at XX altitude" implies a power setting. The slightest change in throttle will necessitate a trim change, especially if you maneuver while moving the throttle. No matter what the plane, "hands-off" trim means hands off everything, including the throttle. To fly level at a given airspeed and power setting, the plane wants to assume a particular A of A. Change the power and it will need to change that A of A in order to stay at that airspeed and altitude. It will "ask" for trim.
Maybe you didn't move the throttle, in which case I can only shrug... I've never performed that experiment consciously, because I was taught to re-trim often.
To see if it's really returning to neutral, just look at the trim gauge, if the plane has one. Most have a mark on the wheel or the gauge to show "zero", which is nothing more than the center of travel of the whole trim mechanism (which is set up, I guess, to yield level flight within part of the average cruise performance curve).