If a Heading is in a Link and converted to html it cannot be converted back unless its dragged out of the link, converted back to a component, and dragged back in to the link. Also when importing if a Heading is in a Link it will be converted to custom code. You have to follow the drag out, convert back to component, drag in again procedure.
It’s the same for any text component not only the heading
If you have a link inside a text component and convert it to HTML and back again to components you will not get the link component you get a link you can edit from the toolbar
That unfortunately is true also 
Thank you for reporting this! We will fix it in our next update.