Terrorists used to choose Rome and Athens as security was notoriously insecure. Hence without segregation, someone gets a package aboard abroad then gets airside at Heathrow and onto a US bound plane on a connecting ticket? Lethal.
All non UK passengers are segrgeated as the DfT is happy that UK passengers have been cleared to their own standards. This is why you can route from your arriving domestic flight onwards into the lounge at T5 but on the way back from abroad, you absolutely will need to be security screened. It's a pain but there's a very good reason as any chain is only as strong as it's weakest link.
This also happens in the US, except most passengers are domestic and already TSA screened so they can connect without rescreening, exactly as you can at say GLA, EDI and LHR.