Back in 2008, I incorrectly applied for ILR based on bad advice from the HO itself. I know, surprise surprise.
My limited leave continued without a problem, but the next two times I arrived back in the country, I was stopped at passport control. I was issued a IS81 (Authority to detain for (further) examination) and was questioned for about thirty minutes each time.
After the second instance of this, I asked the IO what was going on, and she told me that due to the refusal on my record, I should expect scrutiny at each subsequent entry.
I contacted my MP, informed her of the situation and her staff told me they would look into it. Six months later, I re-entered the country, and there were no questions and no delay. I went on to be granted ILR in 2009 and citizenship in 2010.
This is all about a decade ago now, but it might be worth it to get your MP involved if it's more than a nuisance to you. Mine made a difference, but given the passage of time since then, your mileage may vary?