Priority security is a oneworld Emerald benefit offered where available. If you take the BA situation at HEL you'll know there are some caveats.

I can understand (to some extent) denying OWEs in non-OW hubs, but certainly not in a OW hub i.e. HEL!

You can find a list of the airports where this benefit is offered @ http://www.oneworld.com/ffp/emerald-privileges/

BRU is, indeed, not on this list. To add to confusion, HEL is. The OW site does, however, provide more information. When selecting HEL airport it states this benefit applies for AY and AA. In addition, it contains the text "Due to restrictions or local agreements with Security Fast Track facility operators, not all oneworld carriers are currently able to extend this benefit to all Emerald tier customers.". The page does not, however, clearly state the operating carrier needs to be one of the two aforementioned carriers.