There are two possible scenarios at play here.

No. 1 and most likely, somebody checked in for the MLA-LHR flight but then didn’t fly. At Heathrow this wouldn’t automatically mean an offload, as the new(ish) scanners allow for 3D scans of the bags, and said scans can be accessed by an operator in a HAL control room. In case of a missed boarding the TRM can call the control room, provide the bag tag number and the operator will review the bag; if the image is clear and there’s no chance of anything bad, then the plane will fly with the bag onboard. In a small outstation, instead, the bag will have to come off.

No. 2 applies only if MLA is a “manual” station with no Baggage Reconciliation System. I can’t remember with precision but I think that is the case: as in small Greek islands or Caribbean airports, the actual loading and reconciliation of the bags is done manually. In other words the scanned bags are loaded into bins and, rather than being “zapped” with a gun connected wirelessly to the BRS, one of the bag tag stubs is peeled and stuck onto an A4 piece of paper affixed to the bin. Once the bins are all loaded they are taken to the aircraft, the TRM or baggage team leader checks that the stubs are matching what is expected (I have 150 bags from check-in and voilą 150 bags) and on they go into the plane. The A4s are then stores at the handler’s office for a while. In this case the TRM might’ve had 151 stubs for 150 bags.

Fun fact: until they implemented a BRS network wide in the 2010s, Southwest airlines only used the stub-and-paper system, everywhere. And as long as they had a number of bags equal or higher than the number they had at check-in… they didn’t care. Story told me by the guys who implemented their BRS.