In the case of a circuit split, they would vote for cert on the circuit case they plan/suspect to overturn, not uphold.
As for why this wasn't mentioned in Heller- the fact that you read Carry into Heller doesn't make it there. There was quite a bit of fence sitting language in Heller people attribute to "consensus building" or whatever you want to ascribe it to. I think the Justices made it pretty clear they were willing to draw a line in the sand, but that line is far behind where many people would have liked.
To be fair both sides are trying to twist that fence sitting language to their benefit. Dangerous and Unusual for assault weapons bans for example. That was nothing more than SOP to NFA, GCA and FOPA. Sensitive places-schools, jails, etc.