True, but hardly unusual. Sterile transit within an international airport is common (outside the USA) but not between airports. How would you stop people just hoppping off the shuttle bus/taxi/train and illegally entering the country? G4S?
Note that there's a considerable distance between the various "London" airports (LHR, LGW, LCY, STN, LTN, SEN). For example scheduled buses cover the 40 miles between LGW and LHR in 70-75 minutes but on a bad day on the M25 that time might be doubled.