That just wouldn't be either cost or time effective for a private company.
I have seen it done though on the TV programme Border Patrol (I think that was the one)
Anyway UKBA people (usually in pairs) stood outside a chosen tube station at rush hour time and just observed people. They intimated they could 'risk assess' looks and body language etc. They did just ask a few selected questions to get results.
I don't think there's any question of dragging away anyone. There's just no space to put them.