GPS does not know your heading
As above, it knows your Track. Whilst it could work out your Track from successive positions, in fact a USB / Serial GPS output includes "Track" as part of the Data stream.
The other aircraft onboard systems do know your heading (and IAS/TAS), but not your track (and GS).
Hence why when you combine a GPS with, say a digital instrument system, you now also can get Wind info...
NoD