A very shoddy practise I agree, however:
1 - If you dont like it you can always elect to continue the approach.
2 - You can go around.
3 - Land after the departing is an authorised procedure in the UK, which is only allowed at EGKK,LL, (and I think EGCC.
4 - File an MOR and bang the chief pilots table.
Judging from the comments posted, you would think that you dont have your own minds, and must do as ATC tell you.
The safety of the aircraft and passengers is your responsibility, do something about it.