They declared a PAN, stating the intention to return to Heathrow after they had fully assesed the situation. At this point, with an emergency declared, ATC are to provide a route that doesn't overfly built up areas, or suggest alternative aerodromes. We don't know if that happened or not.... It's not in the brief report we have. We do know that ATC provided vectors to Heathrow and then later the crew declared MAYDAY.
Isn't PAN intended to convey urgency or a need for possible assistance rather than a 'full on' emergency? No emergency until MAYDAY or other phraseology invoked.