Coastin,
It happens all of the time, but it's usually associated with a SID or DP as they are now called. I don't work in Memphis, but I know quite a bit about the area. If you are given a vector for the gate then it's usually "NXXXXX, Fly heading 270, expect on course with the center". You are right, there are some issues with lost com procedures, because there is no EFC or clearance limit in some of the clearances. If you are worried about a lost com situation feel free to ask for an EFC or a demarcation. Hopes this helps.