I don’t think that’s accurate. Using the Dream Radar Landorus as a basis, while the therian forme has the same ability, reverting it to incarnate shows HA.
Thus, the HA status was carried from the therian forme. In this case, the reverse should also be true. It’s possible it’s not accounted for in PKHeX.
FYI: something similar occurs with Flygon. The one you catch in Max Den is HA, but in game you can’t tell cause the ability is the same. You’ll only notice after you breed it.
edit: The Incarnate/Therian HA issue is known, and will be fixed in the next stable release.