At Lgw quite often you get "ABC 1234 turn left heading 270 descend altitude 4000 QNH 995" followed immediately by "ABC 1234 contact LGW approach 126.82". As soon as we get cleared to an altitude there is a set routine of selecting new altitude, setting the QNH, and crosschecking this. This frequency change often disturbs this routine with the risk of serious consequences. UK ATC still the best in the world imho.