There are actually three categories - although individual airports might not separate passengers in this way, but this is the optimum

1. schengen arrivals+departures
2. non-schengen departures+clean non-schengen arrivals
3. non schengen unclean arrivals

What goes wrong at some airports is that flights arriving in the non schengen area are not separated into clean/unclean and everyone arriving from non schengen countries is considered unclean.
If you arrive in HEL from LHR then you walk from the plane into section #2, if you arrive from USA or Singapore then you also walk into area #2. Arrivals from India, China etc walk into section #3
3->2 must go through security. 3->1 must go through security and schengen immigration. 2->1 only go through immigration
In HEL the non schengen arriving passengers can be directed upstairs (#3) or stay on the same level (#2), the doors from the jetway are set on a flight by flight basis depending on where the plane arrives from.
MUC has three sections on the shuttle train between the two parts of T2 and you cannot move between the three separate parts of the train. That is why there is no "security checks, please wait" when the train turns around and reverses direction at MUC.