In Australia, it is the same, after extensive vectoring, it is common to use the phrase "resume own navigation" but that will always be accompanied by another instruction pointing out exactly where you want the aircraft to go. eg. ABC track direct CANTY and resume own navigation. Its a bit of a leftover from the old days when the pilot was relying on NDB's and VOR's for navigation, and was telling him that you were passing back responsibility for navigation back to him. These days with everyone on RNAV, even when on a vector, pilots know exactly where they are (well usually!!)