Never ever seen a passenger escorted to another plane. Escorted to the front of immigration and front of security, yeah very rarely if that's what he means. Only domestic arrivals would be authorised to bypass security reclearance in any case.
Not sure why London Pax thinks LCY would build an underground station when Crossrail is above ground level at LCY but in any case, land has been set aside next to the tracks for future development when someone is prepared to pay for it. Original site of station could not be used because the track is curved and I understand new station platforms must be built straight. Will it be cheap, no nothing is these days. Biggest problem is getting them from the station to the airport without walking through the local residential area. That could be underground sure, but a low cost way might involve some sort of shuttle bus, at least initially until you can assess the uptake.