Heathrow is very specific. It's the biggest airport in Europe, it's a hot spot, it has train stations and train services which are strictly airport trains and all passengers travelling on those trains are intending to fly or just flew in from somewhere. They have luggages, flight itineraries to think about, passports in their pockets. There's also much higher staff levels than anywhere else on the railway, and they keep an eye on all station areas at all times. Staff who is very safety orientated and thoroughly trained regarding sacurity and are regularly reminded about its importance and often assessed on it.
All passengers travelling through there behave in a very specific, the same to all of them, manner, and staff is very vigilant to anything what is out of ordinary to airport passengers.
Staff is trained to focus on safety and customer service and to be pro active. If you do not follow all other passengers to Departures, or you don't board the next train, you'll immediately get asked by someone if you need any help and they will keep an eye on you.
At least that's how it was when I worked there and I cannot imagine that much has changed in that matter.
It's a shame that I can't share examples of out of ordinary incidents that I've witnessed, or even acted upon over there that has lead to stop someone who was later considered to be a threat to safety.