Though I do not condone it at all, if you must pilfer, make sure you do it inbound to London, otherwise some poor sod will be without pillow (or a second pillow) on the inbound as I am sure replacements are hard to find at outstations.
I do think asking to take something like this does put the crew in a tricky position; they may feel they have to say yes, and of course f they say no you would all be in an embarrassing position.
It cannot cost more than a few dollars at your local Target to buy a similar pillow.........