Okay, so the alternate option is to allow everyone to ride and have the ticketed gate entry at the exit in the opposite park. How well would this really work? You guys might not think so because we're all savvy theme park fanatics, but park tourists are largely clueless, and no matter how many signs you display stating "2 park admission required, or you will be forced to wait in line again to return here", people will ignore it or be confused, and then be angry when they reach the other station that they not only have to return right away, but have to wait in line again to do so. Even if the lines remain short, that's still going to annoy people.
Further, how do you easily separate those with 2 park admission from those that don't have it after they disembark the train? One park ticket guests would follow the two park ticket guests and line up at the gates only to be told they have to turn around.
Yes, it's doable, but it would be a much bigger headache than checking for admission prior to entering the queue for the train.
edit: Also, from a theming and story perspective, having your ticket scanned or purchasing an upgrade at the entrance to the first station makes more sense. Arriving in "London" and being able to disembark the train and walk right into "London" feels more genuine than disembarking and then having to wait in a queue to have your ticket scanned to leave the station.