I had a hero and a flyer together.
i stopped on a dock
i moved the flyer off the dock and left the hero on the dock
Result:
Even though the move onto the dock took all but 2 of my heros move points, the hero didn't turn into a boat. i had to move the hero off the dock and then move him back on to have him turn into a boat.
with non-hero units, they turn into a boat when a flyer drops them off on a dock. - this is what i would expect should happen with a hero too.