A train has momentum in the direction of the track. If the track makes a 180° turn the train will lose some momentum to increased friction with the track during the turn, but essentially the momentum still follows the track.

A fighter jet (or X-Wing in orbit) kind of generates its own "track" with the guiding forces of the wings. You can still do a 180° turn and keep a significant part of your momentum. Though the guiding effects are a lot softer, so your losses are a lot worse

A satellite (or an X-Wing in orbit) has no rails that can go in arbitrary directions. Any momentum is in "orbit direction", but orbits work in weirder ways. If you make your orbit highly elliptical then at the highest point you will have traded nearly all your kinetic energy for potential energy and can make a 180° turn pretty cheaply (because it's only a small change in speed)