Did you have a single ticket from ORK on a codeshare? And how long was the layover in LHR?
The only thing I could think of is that you may have had to provide some kind of additional information at checkin (as happened to us recently on a trip via MUC) which they hadn't gathered, so they marked you that way?
The only thing that might have happened at ORK was that somebody didn't bother to do whatever they needed to do to make you "checked in" and decided "It'll be grand, so". And just let you board anyway, so that you showed up as not on the flight when you got to London. I could actually see that happening.