You are quite right - I've done that trip a couple of times and each time was de-planed off the back. Annoying when you've paid to be in Club and to be last off.

Generally the silver lining of the bus transfer is you get dropped close to the baggage reclaim area - but not at LGW. Its only marginally a shorter walk than airbridge domestic arrivals - through weird large spaces with steps down the middle or a long ramp traversing the circumference - all a bit blade runner (stretching imagination a little but you get the point).