Gaz,
Airliners flying along the "flight planned route" don't always adhere strictly to the route. For example the Airbus' tend to smoothe out the corners when turning over waypoints, unless there is pilot intervention on the FMS to overfly them.
Nothing wrong in that, RNP5 and all that, but when a controller is trying to maintain 5 miles between a/c and one turns "early", well, embrassment all round followed by form filling. Not good.
Hence, "Continue on your present Heading". Less paperwork.
Rgds BEX