I need to post some screen captures to demonstrate this, but I discovered that you can steer the screw attack using the control stick. It's just that you can only steer about 5° or 10° in either direction. Starting in a large, open room I jumped, space jumped, and then started to screw-attack and held right on the nunchuck's analog stick, and jumped as far as I could. I then repeated this holding left on the analog stick as well as not touching the analog stick at all. The difference was very slight, but there was a difference.
EDIT: Here's some screen captures:
I tried three tests, starting from here each time:
If I use the screw attack all five times and don't hold any direction, I end up here:
Using the screw attack and holding left, I hit the pillar before I can jump all 7 times:
If I hold right on the analog stick when using the screw attack, I do go right. Check the map:
So the difference is very slight, maybe 5° or 10° in either direction. But there is a difference...