Because that would take some thought, some intelligence, and some organisation from BAA and DfT (neither of whom apparently give a damn about the PAX convenience and despite their ranting, not much about PAX safety). Easier to inconvenience people.
It's not helpful to assume that everyone in authority is a drooling imbecile. It would be a very brave man who changed this for several reasons.
1) The UK is a primary target alongwith the US and France.
2) Security Theatre is leaky at best already
3) Removing the UK check means that if foreign airport drops the ball and someone gets something onto an ex UK flight they shouldn't then the question then becomes : "Minister do you regret removing secondary screening for UK connecting passengers in the light of the bomb / firearm that destroyed / hijacked flight 123?"
The last point is very easy to imagine happening and, anti-authoritry as I am, I sure as Hell wouldn't backpeddle on this yet. By all means let's be sensible. I have trouble trusting the BAA to get it right, excuse me if I don't have more faith in certain other airports in the EU. A chain is only as strong as it's weekest link. In days gone by, Rome and Athens had notoriously bad security. The DFT re-check is a pain but by God it's necessary.
Remember how lax US Domestic security was pre 9-11? This is why the TSA has never bothered me as I can put them in context. It is not as simple as saying France security is good and Yemeni isn't. Until the next leap in technology, the checks will remain and I support that and bite my tongue. Fight the battles worht fighting I say.
Good on Martin Broughton for his sensbile thoughts though. A lot of the other issues do need fixed, this isn't one IMHO.