I have and continue to operate out of LHR as my main base for over 17 years (fog permitting) and have NEVER been asked to change transponder code on approach.
In the old days (prior to turning on the txpdr for taxi as we do now), there may have been the odd occasion when the wrong code was set and it had to be corrected on departure.
Maybe the confusion is about the A1000 code. This should be set when PARKED at LHR so that should the aircraft be towed atc can do some clever stuff/at leaast know it's a tow-er.?