My impression of a cleared heading is that the atco wants you to actually fly in that direction, and thereby making it track. But it really depends on the situation. Some of them are quite good, and some of them are not. However they should try to give you correct headings, but they obviously don't know the exact wind. So if you are given a final intercept heading and you end up with a bad interception of the LOC, I would adjust my heading, without requesting it.