If giving the heading in the reply was a SOP then the RT time saved would be considerable. Here are a few of the ways it's done now.
"BA123 continue present hdg till advised,what is that heading?
"Roger continue hdg 325 BA123"
"BA123 fly hdg 325.
"Roger fly hdg 325 BA123"
"BA123 turn R/L 10 degrees and report the new hdg"
"Roger R/L 10 degrees hdg 325 BA123"
compared with a possible:
"BA123 continue present hdg"
"Continue hdg 325 BA123"
No2. remains the same.
"BA123 turn R/L 10 degrees"
"Roger R/L 10 degreed hdg 325 BA123"
The major benefit is with example 1 but any benefit is better than none and it's so easy to implement quickly.