How to tell if a Demultiplexer's output values are maintained from datasheet
By definition, demultiplexers follow their select inputs and don't remember previous states. They don't have storage. There's nothing to 'tell' from the datasheet. It's like asking if a NAND gate can hold its output (it can't), so there would be no statement about that.
If you want that functionality of driving more than one LED at a time, consider that you have 3 MCU pins driving 3 LEDs - why not just use the MCU pins directly?