At Gatwick and Heathrow, once in the lounge and Airside you are allowed to mingle with transitting passengers who MAY have no right to enter the UK. Hence the need to be sure that they are allowed to let you back out. This farce is so that the greedy money grabbers at the BAA need as many people as possible to spend lots of money in their shops.
This is the reason for the removal of the dedicated domestic search at LHR. At BAA Glasgow and EDI you would be able to exit the lounge via domestic arrivals as they don't rely on transit passengers. It's just another example of BAA being unable to provide a basic service and everyone being trated like an undesirable, as in this case you need an escort.
At LHR and LGW they prefer you to have your passport even when flying in the UK as it suits their own crap prcedures. Hence there IS a compelling reason as to why you just can't walk back out from the lounge at these two airports, so be careful.