I want to add that for me this issue happens even with no time compression (1X)
It happens when being on cruiz I press "windows" button and switch task to another application (Chrome, ASN map, Acrobat Reader etc).
Then I come back to FSX and observe that my plane begin to make left or right bank (note: route hasn't any turns on NAV display) but the HEADING ROSE on the NAV DISPLAY doesn't change!
It happens on both - 772LR and 77W