B737-700 FLT CREW DEPARTED TUS WITH A CLIMBING RIGHT TURN AS DEPICTED ON TUS7 DEP CHART. ATC INFORMED FLT CREW THAT THEY SHOULD HAVE MAINTAINED RWY HDG; BUT THIS CLRNC WAS NOT SPECIFIED IN THEIR DEP CLRNC.

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TUCSON CLRNC AT NO TIME DIRECTED US TO RWY HDG. WE WERE CLRED THE TUS 7 SSO TRANSITION THEN AS FILED. THE TUS 7 DEP FOR RWY 29R IS A CLBING R TURN TO THE TUS VOR. WE WERE CLRED FOR TKOF BY TWR BUT ONCE AGAIN THERE WAS NO INSTRUCTION OR CLRNC GIVEN TO FLY RWY HDG. WE COMPLIED WITH THE TUS 7 FOR RWY 29R THAT STATES A CLBING R TURN TO THE VOR -- BUT I AND THE CAPT THOUGHT IT WAS UNUSUAL WITH THE PROX OF DM AFB. BUT NEITHER OF US HAD DEPARTED TO THE W WHILE GOING E SO THE ASSUMPTION WAS; GIVEN NO OTHER GUIDANCE TO THE CONTRARY; TO COMPLY AS CLRED. EVERY OTHER TIME EITHER OF US HAD BEEN CLRED ON THE TUS 7 WE WERE EITHER OFF OF RWY 11L WHICH HAPPENS TO FLY STRAIGHT AHEAD TO THE VOR (BASICALLY RWY HDG) OR OFF RWY 29R WHILE DESTINED TO A DEST TO THE W AND CONTACTING DEP ONLY TO BE CLRED RWY HDG. THE TROUBLE WAS THIS TIME WITHOUT GUIDANCE TO THE CONTRARY WE COMPLIED WITH THE CLRED SID AND STARTED THE TURN WHILE CONTACTING DEP ONLY TO BE QUESTIONED ABOUT OUR R TURN INSTEAD OF FLYING RWY HDG. WE EXPLAINED WE WERE COMPLYING WITH OUR CLRNC AND SID GUIDANCE AND AT NO TIME BEEN GIVEN A HDG. THE CTLR THEN STATED WHEN TAKING OFF IN TUS YOU WILL BE GIVEN RWY HDG WITH VECTORS TO COURSE 99% OF THE TIME BUT THERE IS NOTHING IN THE SID OR CHART TO EXPECT THE RWY HDG CLRNC. WE WERE GIVEN A HDG OF 060 DEG APPROX THE HDG WE WERE ON. THEN LECTURED ABOUT TUCSON EXPECTATIONS. WE APOLOGIZED BUT THOUGHT BEST TO POINT THIS GOTCHA OUT OF TUCSON. TUCSON TERPS SPECIALIST NEED TO CHANGE THE STD'S TO STATE RWY HDG WITH VECTORS ON COURSE IF THAT IS THEIR EXPECTATION. ALSO A REF ON THE CHART CONCERNING DEPS OUT OF TUCSON NORMALLY BEING ASSIGNED RWY HDG; THIS WOULD AT LEAST PROMPT PLTS TO ASK THE QUESTION IF IT WAS NOT ASSIGNED.