Indeed there are multiple references to it upthread, the typical reason being that someone is transferring from say T3 to T5, but chooses to go landside in order to have a smoke or use the First Wing. But there is nothing to prevent other people from just using the airside buses to end up at another terminal, so long as there is no baggage to be collected. Also if arriving domestically into T2 or T5 there is a boarding pass check for continuing airside, due to Heathrow's bylaws. But that apart, if I was arriving internationally into T5 but had a hotel in Bath Road or T4, I would normally use the bus to go to T3 or T4 respectively. Border Force may enquire at T4 simply because they often have big gaps between flights there, but it's purely out of curiosity.