Date: 201909
Local time of day: 1201-1800
Location: ATL.Airport, GA
Flight conditions: Mixed
Weather elements / visibility: Cloudy
Light: Daylight
Aircraft: Commercial Fixed Wing
Operator: Air Carrier
Operating under: Part 121
Flight plan: IFR
Mission: Passenger
Flight phase: Initial Approach
Airspace: Class B ATL
ATC / advisory: TRACON A80
Aircraft component: ILS/VOR
Component problem: Improperly Operated
Reporter organization: Air Carrier
Reporter function: First Officer; Pilot Not Flying
Reporter qualification: Flight Crew Instrument; Flight Crew Air Transport Pilot (ATP); Flight Crew Multiengine
Human factors: Workload; Human-Machine Interface; Situational Awareness
Anomaly: Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Inflight Event / Encounter Weather / Turbulence
Detector: Person Flight Crew; Person Air Traffic Control
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Returned To Clearance
Contributing factors: Weather; Aircraft; Human Factors; Procedure
Primary problem: Aircraft

Narrative: On the GLAVN 1 RNAV Arrival we expected Runway 08L; we were assigned the ILS PRM Approach Runway 09R upon check-in with ATL Approach. We set up and briefed the new approach. We were then given a vector to a new fix down the arrival and cleared ILS PRM 09R. It was at that point the PF (Pilot Flying) armed VOR/LOC. Further down course it became clear we would be flying right into a rapidly developing buildup. We asked for a left deviation to the next fix on the approach to avoid the buildup; which was denied for traffic. We then requested right deviations; and after some back and forth about how everyone was getting through; we were given up to 10 right. At that point we were very close to the buildup. The PF selected HDG SEL and we avoided the buildup largely; but we were in and out of IMC. The Controller did say 'Approach clearance canceled' but did inquire as to when we could take a turn back in. In our minds the plan was still Runway 09R. While deviating; the Controller was asking when we could turn back towards the field; I was looking out the window for a break in the clouds in order to provide him an answer. The PF was trying to keep his course as close to the original track while staying clear of the buildup. At the point we both agreed we could turn back; I relayed that to the Controller and simultaneously noticed the FMA in VOR/LOC; and we were beginning a turn to join the LOC. I told the PF and he immediately took action by putting us back in to HDG mode and turning back to our original heading. The aircraft was slow to respond so the PF disengaged the autopilot and hand flew us back to our original heading. This did get us pointed in the right direction faster. At the same time; ATC noticed our track and reiterated that we were not cleared to join the LOC. I believe he also gave a new heading and maybe further descent; along with a new runway. This was a very condensed; high-workload few seconds. We complied as fast as we could and setup for the Visual Approach RWY 10. We briefed it; confirmed our performance; and landed uneventfully on 10 shortly thereafter. Upon taxi in to the ramp with Ground Control we were alerted to a possible Pilot Deviation and giving a number to call. We should have de-selected VOR/LOC in this situation as soon as we heard the words 'Approach clearance canceled'. Better balance of PM skills between looking out the window for a gap to get to around the buildup and [indications] on the FMA with regards to VOR/LOC. The plan to send us to a new runway could have been communicated sooner. Started a turn to join the localizer when controller wanted us to stay on heading.




Synopsis: Air Carrier First Officer reported that; while on assigned vectors; aircraft automation turned to join the LOC; resulting in a heading deviation.