Try this: Fly your heli with the tail pointing in one direction, say north, and then switch to “heading hold” and then land. Now pick the heli up and turn the heli until it points east and then spool up the rotor. The heli would immediately rotate back to pointing north, if it were “heading hold”. Obviously with the gyros we are using that doesn’t happen so they are rate gyros.
Have you ever tried this? Unless you recenter the gyro by wagging the tail rotor or going in and out of heading hold it will most certainly try to get it back to its original heading as soon as you have enough rpm on the tail rotor.