The general idea, here, is that back in the old days, when St. Sepulchre’s sat outside the City Gate on the Edge of Nowhere, this was the last church that any Tyburn-bound prisoner would ever see, and hence marked his absolutely final opportunity to repent. This being the London of today, they’ll pass any number of Wren-churches between here and the Fatal Tree. But tradition is tradition. And so the Church of England gets a few points for sheer persistence.