Ian,
It's just as AI explains. At my unit it's used too. I think it started as a way of emphasising to linguistically challenged pilots that they should remain locked on the asigned heading until further instructed. They should do so anyway if given a heading by ATC, but we would get the odd unfamiliar guy who thought we were giving him advisery headings, would pass abeam the fix, and make an unexpected turn to his next fix! (These pilots generally came from countries where ATC was almost a DIY job!). Controllers began to add "radar" to "heading" and it's become a habit for some.