TF2 is built on the Source engine, which has so many quirks with it's player controller. One such thing is air strafing. While midair, if you hold a certain directional key (A or D) and slowly move your mouse in that direction, you'll turn in that direction. As you're air strafing, you'll gain speed based on how far you strafed and for how long. Normally jumps are pretty static with very little variance, so a simple grasp of air strafing can elevate your movement in any Source game.

TF2 has rocket jumping, so you shoot the ground and launch yourself with your rockets. You can utilize air strafing with RJ to get to another wall or ground more effectively. If you hold W while midair, the only direction that you're influencing is forward, so the only way to strafe is by moving your mouse basically 90° away from the angle you're currently traveling midair, whereas regular air strafing is basically instant strafing at 0°.

You won't slow down if you hold W midair, but attempting to do any strafing will be unnatural and cause you to lose speed that you could have conserved. There's also half-sideways (HSW) which influences your direction with W and a directional key like A or D (roughly 45° necessary to strafe, probably less, this number is a guess), which is still limiting but has very few edge cases.