I honestly can say that I've never heard radar heading before (despite the fact that I would maintain it in the event of changing control).
More important to say is that I deeply think that, unless reaching a clearance limit or for safety reasons (Ok, I know I'm repeating it...), you cannot change your heading when under radar vectors. This would be true if I was told "radar heading" or just "heading". - it doesn't matter for me.
Is it different in UK? Any other member can say anything about other countries (could be under ICAO or FAA rules)?
Best regards,
PP