This appears to be caused by the copter not being levelled correctly.
The loiter controller see’s the error in level as an external force and the I term builds up to hold against that force. However when the aircraft heading moves the loiter controller continues to lean against what it believes to be an external force. Because this force is not external but an internal level offset that moves with the heading of the aircraft the I term buildup is now incorrect and must adjust to the new orientation of the offset.