Unlike almost all other airports, you can't exit the secure area of LHR from departures, you must board a flight. I guess it's to prevent people from getting "stuck" airside. Why they've done this instead of adding an exit like (almost) every other airport, I have no clue.
It is possible to exit every terminal though it may not be obvious on the route to follow.
At T5 BA and HAL staff escort people wanting / needing to leave departures once per hour so the proper procedudes can be undertaken and a record of you leaving airside is made.
So no you don't have to board a flight. What do you think happens to people whose flights get cancellled?