MLG FLC FLIES RWY HDG AFTER TKOF INSTEAD OF TURNING TO ASSIGNED HDG.

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WE WERE CLRED FOR TKOF ON RWY 22 AT HOUSTON ARPT. THE TKOF INSTRUCTIONS WERE 'CLRED FOR TKOF; TURN R TO HDG 040 DEGS.' THE IFR DEP PROC ON THE ARPT CHART FOR HOBBY STATES FOR DEPARTING RWY 22; 'CLB RWY HDG TO 2100 FT BEFORE TURNING WBOUND OR COMPLY WITH RADAR VECTORS.' WE TOOK OFF AND PROCEEDED TO CLB RWY HDG TO 2100 FT BEFORE TURNING R TO 040 DEGS. AT ABOUT 2000 FT; DEP CTL ASKED US WHY WE HAD NOT STARTED OUR TURN. DEP INSTRUCTED US TO START OUR TURN AT THAT TIME. AFTER ROLLING OUT ON THE 040 DEG HDG; DEP ASKED US WHY WE HAD NOT STARTED OUR TURN EARLIER; AND I QUOTED HIM THE IFR DEP PROC ON THE ARPT CHART. THE DEP CTLR SAID THE RWY HDG TO 2100 FT DID NOT APPLY. THE DECISION TO FLY RWY HDG WAS INCLUDED IN THE COCKPIT DEP BRIEFING BTWN MYSELF AND THE FO WHO WAS FLYING THIS LEG. WE BOTH AGREED WE WERE FOLLOWING THE CORRECT DEP PROCS. WE ALSO AGREED A L TURN COULD HAVE BEEN STARTED ANYTIME OR A R COULD HAVE BEEN STARTED BEFORE 2100 FT IF INSTRUCTED TO DO SO BY DEP CTL. AFTER CONTINUING THE FLT ON COURSE THE CTLR ASKED US TO CALL HIS SUPVR WHEN WE GOT TO OUR DEST. THE SUPVR SAID THIS WAS NOT THE FIRST SIT LIKE THIS; AND THAT THIS DEP GETS FLOWN LIKE THIS FREQUENTLY. HE SAID A HDG GIVEN BY THE TWR IS A RADAR VECTOR; AND A TURN SHOULD BE STARTED AS SOON AS ACFT PERFORMANCE ALLOWED. AFTER MY CONVERSATION WITH THE SUPVR; AND HIS STATEMENT ABOUT FREQ OF THIS OCCURRENCE; CONFIRMS MY THOUGHTS THAT THE IFR DEP PROCS CAN EASILY BE INTERPRETED 2 WAYS.