i'm sure everyone aims for a neutral, stable car. as goony says, this is not possible at all times for the cars & drivers - especially as these guys push at and over the limit at incredible speeds, and have to deal/react instantly.
i think the middle ground here is that some drivers deal with various imperfections better. Lewis is apparently known for excelling at dealing with oversteer, whilst Jenson deals with understeer better.
Loosely you might say they have this inherent driver-style, but its more about what they're more comfortable dealing with beyond a perfect setup.
i'd guess when it comes to setup, Lewis would initially start with a setup more oversteery (which he has confidence in working with), and slowly peg it back towards a better neutral setup. Jenson would start with understeery (again, more confidence than a oversteery setup to work with), and over a weekend retune towards a faster neutral.