Any idea why that is?
It makes priority baggage a rather pointless benefit if your typical journey involves shorthaul feed at one end and lengthy passport control queues at the other.
There should never be lengthy passenger queues at shorthaul / domestic destinations, so long haul feeding on to short haul / domestics shouldn't cause a problem (especially at Leeds Bradford

)
Transfer bags from Short Haul / Domestic feeding on to Long Hauls should be loaded into a Priority Bin at LHR.