EU regulations require segregation of pax originating outside the EEC. Due to the layout of the KEF terminal (where "swing" gates can be converted from Schengen to non-Schengen), the only way to exit a non-EEC gate is to pass via the EEC concourse and its security check.
Only Duty Free purchased within the EEC or on board an EEC carrier and sealed in a tamper proof bag within 24 hour may be carried through these checkpoints.