Jawohl!!! This stupid rule almost bit me in the butt last September. It was just after the liquid nonsense started. I was flying from JFK-BRU (via LHR) on BA. On transfer, BAA told me at T4 that my carry on bag that was fine in NY had to be checked (or I could throw it out ).

I had to immigrate, go to a check in counter and check my carry on, and then beg and plead for a fast track sticker so I might have a chance at making my connecting flight to BRU. I just made it, and then (surprise) BAA at Heathrow lost BOTH my bags. What a load of crap...

It took 1 1/2 days to finally be reunited with my luggage. Stupid, stupid rule...