Gonzo,
On dep from LHR, I can understand QNH to delivery on start...Its the only time QNH is said (unless the crew states it wrong..). No issues!
On arr to LHR, from initial call to APP to actually setting QNH can be many, many minutes. 2 hours is my worst in LVP's
During that time, the QNH can generally change so I do not understand the advantage of doing it - Frequency congestion and all...