RIght, you appear to have missed the quick route between flights then.

On the trip like GLA-LHR-BNA however, you would only have security at GLA, and only have passport control at BNA. At LHR no security, no passport check, no photo check. What I think you did was to go to baggage reclaim or to arrivals, instead of following the Flight Connections route to your next service. It's a big purple sign - several of them actually - with the words Flight Connections T5. One huge advantage of using T5 is to have a fairly easy connection at LHR, so you missed out on that and had an unnecessary trip to security. This only works if arriving into LHR 5 from domestic and departing from T5 (to anywhere). It's just a boarding pass scan after you get to the Flight Connection escalator. No ID needed either. Very quick and simple. For USA to domestic it's a single passport check and one security check.

Those who smoke often like to go landside to have a puff, so they would get the unnecessary security check.

In terms of being gate checked for luggage then you can ask for the item to go to your final destination. Strictly speaking you need to be on one ticket GLA-BNA for that, but in reality crew just mark it for BNA - have your BNA boarding pass handy if it ends up that way. Then you don't need to go to baggage reclaim at Heathrow. But you are right to choose a non exit row seat if you have space for the personal item at your feet. Normally being in an exit row does not make you more or less likely to be approached for checking baggage, having large wheelie bags will make it more likely.