Perhaps they were worried about strong winds coming over the Severn Bridge (That is a joke about Londoners and their knowledge of anywhere west of Slough by the way)
Might be something to do with your reputation ? I've also never been to a City away game where I didn't have to buy my tickets in advance.
Last time we went to Millwall it took 5 hours to get there, police escorted us in on a private coach and we missed the first half. Also missed the first 40 minutes of West Ham. Living in London must be a nightmare!