Within the LSE area, it's generally cheaper to buy fares away from London, or that fares away from London have more favourable restrictions, due to historical reasons, probably down to the fact more people want to leave London than go into it. This is shown in the case of return fares from London Terminals to East Grinstead being lower than the reverse. However for some reason FDS and SDS tickets are the other way around in this case. I suspect this is more likely to be a cock-up rather than intentional.
Some Tocs however have gone the opposite and sell Super Off-peak Return tickets only available on Weekends into London rather than out of it, which is daft, however fortunately others sell these tickets for both ways.