There are three main reasons why you will be given a heading of 040.
1/ To vector you away from the LOREL Hold so as to descend you and then as soon as you are below the Hold you are turned west again to put you through the "Luton Gate"
2/ Vectors to fit you into the sequence of Luton traffic coming from the east via Abbot
3/ Luton Tower requiring large gaps and therefore we have to put the luton traffic further apart through the Luton Gate (it's a normally 6 miles in trail but can increase to 12+). To save the hold filling up we vector you out to the east and then back again. Keeps all the traffic moving.
Hope this helps
Vortex Issues
NOTE : The luton Gate is defined as a line from LOREL (N520051 W0000309) to (N520607 W0000309) the boundary between LTMA 4500ft and LTMA 5500ft.