Just as an aside, the other term is "cross cantering".
Some horses will cross canter on the lunge but I have found, at least in my experience, that it doesn't necessarily casue an issue under saddle. As Kayty indicated, a horse that cross canters on the lunge is probably simply unbalanced but you need to rule out discomfort as well. Cross cantering can result from lack of muscle, lack of coordination, being lazy and not bending/using themselves properly.....I also find that horses will correct the cross canter themselves (if it is not discomfort related), either coming down to the trot on their own and recantering or doing a lead swap to get to a true canter even if on the incorrect lead. Obviously you want to correct the lead so it is the proper one for the direction you are lunging since allowing the wrong lead on the lunge just encourages more imbalance.
In my horse's case, he will do a swap in front and then yank away going sideways if he gets a wild moment on the lunge. He also has to be perfectly balanced to maintain his proper canter on the lunge; he tends to swap behind as soon as he loses even the slightest bend to the inside and this also occurs under saddle..we are working on it :)