BA just dumped JFK-LGW again and both DL and CO opted to move their New York ops to Heathrow, as did Virgin many moons ago. LGW is bucket and spade territory these days.
LHR-NYC might have higher yields than LGW-NYC; however I would bet LGW-NYC will have much higher yields and loads than BFS/EDI and BRS-NYC, yet these airports still have at least 1 flight per day direct to NYC while LGW has none.