Weird. This is not normal. BA will normally check you through all the way. I would escalate this whilst in Txl if you can. The ground staff there are a bit grumpy but actually very competent in my experience, so it's odd. I don't know whether this is due to unfamiliarity with the new check in system.

If not fixed you'll need to follow Arrivals route at Heathrow and go through UK Border (immigration). Don't forget to fill in a landing card if you do not hold a EU passport. Customs isn't really a thing here!