As no UK airport currently has US Immigration clearance could this be somthing? I'm sure there are lots of legalities but with the amount of UK Border Agency trials the airport is involved in they surely must have the right contacts. This may not have a direct impact on LHR traffic but would give them an edge over other regionals both within the UK and the rest of Europe.
Ian .. I think you'll find that that the issue is the UK Govt. will not permit this as it regards the operation of US immigration officials on UK soil as an infringement of sovereignty!!
As I understand it where it operates in Eire the area where the US officials operate is formally designated as territory under US govt. authority.... the UK willl not permit this (outside of Grosvenor Square!).
One might consider this a strangely reticent position to be taken by a "semi-detached" State of the U.S. 