Any AP with attitude hold functions can do this, its not unique to the Dauphin - if you don't redatum the AP by using the trim release or by beeping to a new datum or just disengaging the AP, the computer will go into an open loop condition and motor the disc to try and give you the attitude you last demanded of it.
Normally you would expect that it would try to regain the hover attitude if you haven't redatumed it and that would usually make the cyclic and the disc beep back/up at the front so if the AP was at fault in the Dubai incident then the pilot must have done something very odd with the AP.