I know the 'flights seem quite full' argument is irrelevant - but the yields in SK-N must surely be from the high-spenders at the Four Seasons, and other plantation hotels, which are on Nevis. Such a short jump, only to be followed by a ferry (approx 1 hr), is a long way round. Of course, you can't get a B777 onto NEV, but wouldn't it burn less fuel to operate a triangle LGW-SKB-ANU-LGW?
The ANU-SKB sector normally has 90-120 pax on average. LIAT's largest aircraft has 50 seats and Winair's 19 seats. Simply they son't have the capacity to transport that many pax in one go.
Also the 777 can transport alot more cargo.