AFAIR Schiphol used to have security checks at the gate. Ironically the system was changed round about September 2001 - I remember sending them an email about it.
I agree with you - moving security checks to the gate would be eminently sensible. But I guess it's a question of cost - the dreaded STN (to use your example) probably has no more than about a dozen security machines at the moment, they'd need several times that number to have one at every gate.