If I left the tuner set to a TA station and started listening to mp3's while driving, I'd want it to search for AF's so that it might continue bringing me TA's the further away I drove from the starting transmitter.

That's a very precise definition of how one would want RDS to work.
I've just taken a pool car, with a Jaguar RDS/Cassette from the office and driven it to the bottom of an escarpment where I know it changes frequencies from the Pennines to Teeside, and it does so. I did the same route in my car with the Empeg, and it hung on to the one frequency.

I then stuck a radio walkman, tuned to Radio Leeds (How do people listen to that stuff), in one ear and sat in the car, with the other car next to it whilst I waited for Radio Leeds to have a traffic broadcast:

The Empeg continued playing its MP3

The pool car switched from the cassette to the TA, as one would expect.

So something isn't quite right yet, I'll keep experimenting as I drive around.

Footnote: Since the last posting, I've driven round Leeds doing various errands, with Radio 2 on, and our office junior's eyes superglued to the fascia. The debugger never moves from the "No AF information" message.