No, all of the DL gates at MSP are connected airside. Very rarely you might find TSA doing a gate check before the flight, but as long as you're in the gate area on time, this will not affect your making the connecting flight to LHR. If you have a short connection, you should familiarize yourself with the MSP airport map and options in advance.

Most long haul international flights leave from gates G1-G6, but some construction of food outlets in that area might disrupt the usual pattern. It was a mess several weeks ago, but of course this could all be changed by now.