Just a possibility....
To comply with Department for Transport requirements, a certain amount of passengers must remove their shoes and place them through the x-ray machine, rather than simply walk through the archway wearing them. I believe that they acheive this at LGW by selecting security lanes at random and making them 100% shoe x-ray, whilst others will allow pax to walk through freely.
It could therefore be for this reason that they refused to allow you to change 'lanes', as it would obviously not be advantageous to allow a person to change lanes after realising that they'd be subjected to a higher level of security check in their original lane. Even if your lane wasn't x-raying shoes, there may be a blanket "no lane-change" rule in force to prevent confusion/maintain uniformity.
As I said .... just a possibility.