Ever wondered why they put these cash machines in prime retail locations?
Its because there isn't a space behind the frontage at this point. In redevelopment of the station over many years there has been a need for the hot stale air from the underground to be vented to atmosphere. If you look closely at the building behind the glass it has false windows as behind them is the chimney vent to waste air onto the roof of the station. it is built into the old building to ensure the looks remain fine.