The reason for asking you to turn on your Psion is that (I am told by the local Brit Embassy Security Expert) a quite adequate amount of semtex can be hidden is something this small (or smaller) to blow a hole in a brick wall.
So if a suicide-bomber or other nutter can pack his battery-pack in a Psion with semtex he can easily hold it against the cabin wall/window - or perhaps the flight deck door.
Whilst I agree that we would like to be passed swiftly and smoothly through airport security, I don't envy these guys the job of making sure our flight is a safe one!