C.Paddy,
This comes down to an age old question of book against common sense. You are correct in thinking(and applying) that if taken off the SID, offically, you are no longer under those rules and the same applies for STARS.
Now for the common sense bit. These rules, like SLP's on STARS are there to help the controller provide a safe service. If you are given a heading it is either to solve a problem or expedite your departure/arrival. Either way, if you decide to fly slower/quicker, I warning would always help. We cannot provide a good service by leaving everything to run and need headings to sequence in and out so help us by keeping us in the picture, generally, up here in Scottyland, we do the no speed thing but bear in mind that just because a controller is not talking, does not mean he is not very busy.
Hope this helps