A little more info would help us to determine whats going on.
Have you flown the heli before, or is it a new build?
Is this the first heli you have set up?
When the tail gyro setting are in Head hold mode, the tail will not return to centre.
On the bench, when you give an input, the heli doesn't move. So nothing is telling the gyro to make a correction.
It will just stay where it is.
When you plug it into your lappy, its probably resetting the tail gyro, which returns it to centre.