There are variations on the precise wording.. ."Next time over BNN, make your heading 130.". ."Continue the turn back to BNN and leave heading 130.". ."Continue the right turn onto a heading of 130."
So partly different behaviour follows different instructions.
Also, partly, it is laze. There is a button on the CDU/MCDU of most modern airliners labelled "Exit Hold." You press this, and the aircraft turns back to the holding facility and points downroute. You can then select the heading and change mode, without having to wind the heading bug round and round and living with the worry that, in the event of a power glitch it might suddenly start turning in the other direction if you rotate it more than 180 degrees from your current heading.
Oh, the anxieties of the airliner driver!
Interestingly, the Boeing FMC seems to do lazy turns in LNAV but 30 degree banked ones in HDG SEL, whereas the Airbus does 30 degree ones in NAV but 25 degree ones in HDG.
You can do the aviation equivalent of "cutting up" an aircraft underneath you if you are both cleared outbound at the same time and you get back there first. But not very often .....