I'm going to hazard a guess and say that you were taking off from heathrow on a midhurst departure, which after take off climbs to 6000ft but the SID track bends you back in towards the Ockham holding stack. So very often, (9 times out of 10) a controller puts the Aircraft on a heading after 4000ft (earliest possible due noise) to keep them away from the stack. If you call up before passing 4000ft expect an "after passing" instruction for this heading. In the same transmission you can give a climb instruction as you have ensured that the aircraft will not climb at the stack.(not much fun for anyone involved).
you were definitely right to query it though. A moody voice from the controller at having to repeat himself is nothing compared to what would be said if you didnt take the turn and climbed at the stack by mistake!!! be safe out there guys!!