Non Schengen to Non Schengen transfer is still possible but you have to get an immigration officer to call someone to take you through and the side door and go through security.
As others have said, if you want to go to the lounge then you have to go through immigration. However, recently the immigration queues going back to the Non Schengen area can get very very busy. On a recent flight with Qatar, the station manager was telling everyone at check-in not to leave going through immigration too long as they had to offload lots of passengers as they hadn’t got to the gate as immigration was backed up all the way into the main terminal.