I have been playing with some.
Including building one myself with a micro display (and flying it).
It depends on the implemented algorithms.
The ones I played with work well when stationary, but do not work under acceleration.
A coordinated turn is an accelerated movement.
Or in other words: In a coordinated turn, the angle of the acceleration vector wrt the body (i.e. airframe) does not change. Hence no roll indication.

You can easily test if the algorithm takes acceleration as the main input.
Take your phone and accelerate (move) it quickly linearly along all its axis, without turning (no gyro input)
If you move the phone forward and backwards (without pitching) and the display shows pitch, the algo uses the accelerometer over the gyro and it will not work in the air.
If you move the phone left and right (without rolling) and the display shows a bank, the algo uses the accelerometer over the gyro and it will not work in the air.

If you want to read more about the AHRS algorithms, there is a lot of info on the web in the RC drones area.
Just in a few words: The dilemma is that the accelerometers are noisy and the gyros have an offset. Integrating / accumulating the gyro offset over time creates drift. To avoid that drift, some algorithms emphasize the accelerometer over the gyro.

3U