If ATC assign you a heading to intercept the localiser, then the pilot has to maintain that constant heading until 'LOC' capture - either manually or automatically. To turn away from the assigned heading is due to finger-trouble on the part of the PF, or problems with the a/c's systems. Continuing with LNAV or GPS when given a specific heading, would be contrary to SOP's. If Delta were trialling GPS approach then it should have at least been subject to approval as a trial by the relevant ATC unit.