The only issue with this that I am aware of is the possible risk of plagiocephaly (or flat head syndrome), described here as more of a cosmetic issue than a medical one.
This is when the baby is on its back. At least in my country, the current recommendation is that babies always sleep on their back, despite the risk of plegiocephaly, to decrease the greater risk of SIDS, but spend a lot of their time awake on their stomach, to decrease the risk of plegiocephaly.
If you are referring to the baby always turning to look in the same direction when it's on its stomach, I am not aware of any such risks.
What I've found with my kids at that age, at least when they were on their back but I can see that it might be the case on their stomach as well, is that they'll turn towards the light, typically a window. If you find that your child in its crib is always turning towards the direction of a specific bedroom window, you could simply alter its sleeping position, so that it's head is where its feet usually are, and it might turn the other way, in order to still face the window.