It's working as intended.

desiredHeading is the direction the unit will turn to when time is running. It will not immediately snap to that heading. It's intended for ships, submarines, facilities. It won't do anything for aircraft, since as you pointed out, they will circle if they are not given ...

Game Version: CPE 2.4.3 B1777

Use of ScenEdit to set desired heading does not result in unit turning to heading.
Created a mission with two sides. Inserted a Typhoon FGR.4 DBID #7090

Called the following function: ScenEdit_SetUnit({name='Typhoon FGR.4', guid='X3XOJ1-0HNJ2H02M1074', heading=90 ...