I find that this is seldom true anymore where London is concerned. BA offers very low fares ex-LON to destinations in Europe in order to compete with the likes of Ryanair and EasyJet, but those fares are usually not combinable. I almost always get a considerably better deal by buying an AA ticket to LHR and a separate BA ticket to my onward destination. (That involves a mileage tradeoff as compared to an AA codeshare, of course.)