CRJ-900 Captain reported after setting the heading cursor on the Primary Flight Display with the autopilot engaged; the aircraft began to wander off course.

Narrative

While descending into ZZZ on the ZZZZZ arrival; ATC assigned us present heading - vectors for the approach. I synchronized the heading bug and selected heading mode; verbalizing it in conjunction with the FMA (Flight Mode Annunciator) HDG (Heading) displayed in green. The aircraft flew present heading as commanded. ATC called out traffic on our left; so FO and I were both looking for the target. Glancing back at the PFD (Primary Flight Display); I noticed the AC (Aircraft) begin an uncommanded right turn which was seemingly following the FMS course despite the FMA still showing HDG and magenta bug to the left of our lubber line. Just as we noticed the turn and were beginning to troubleshoot; ATC gave us a heading and manipulating the heading knob again seemed to have corrected the issue. We elected to continue inbound for the approach to ZZZ (ceiling was broken becoming scattered) and favorable after checking the QRC QRH for anything that might resemble an uncommanded heading change but we did not find anything for non-irs (Inertial Reference System) airplanes. We never received any caution or status messages. We landed uneventfully. On the ground; we deferred HDG mode with maintenance.Cause: Heading mode malfunction.Suggestion: Be sure to carefully monitor the autopilot in all modes. I've never had HDG mode make an uncommanded turn and it surprised me which added a few seconds to my reaction time. Effective scan is critical to the operation. My attention was partially subverted due to GA traffic.