What would you suggest as a backup? Supposedly they have generators/redundancy but the place requires so much power that that can only maintain critical functions (I guess ensuring incoming flights can still land and taxi in the mins after the power loss).
One potential solution is to add a connection to a second substation. For example, Laleham is a few miles south of Heathrow, and can be fed without sharing any infrastructure with North Hyde.
I doubt it's worth the additional expenses, though. Transformers exploding like this is extremely rare, and the main reason this one has such an impact is because the firefighting effort required the other two transformers to be shut down. Investing in better physical separation between the individual transformers is probably a way more effective investment.