How is it possible to buy a knife after security?

Knives with blades smaller than 6 cm seem to be mostly allowed in hand luggage. For example, this UK government website and SWISS Hand Baggage guide mention it:

Not to be carried in hand baggage: (...) Knives with blades more than 6 cm long

On the other hand, Forbidden baggage section on TAP site says

For security reasons, certain objects are not allowed in hand baggage. (...) Pointed or sharp objects: objects that due to their sharp tip or cutting edge, can be used to cause serious injury;

So it seems it depends on the airline and the airport.

It happened to me in Switzerland, that I bought a knife in Zurich (in the city center) and before flying out I forgot to put it in my suitcase and took it as a hand luggage. When passing the security I took it out and asked the guard if I should throw it away, he said it's small enough and I can carry it with me.

All countries handle this differently. Speaking as a former TSA in USA. It would not be allowed past a checkpoint. If it is discovered via screening you would need to find an a way to transport it NOT with passengers. When you reach US soil, you will need to pass through Customs with your checked bags. Take this opportunity to place the knife in one of them as you will need to be re-screened before boarding.

*The preceding was true 6 years ago. Rules change. Please be aware of current regulations.

This was a hot topic a few years ago when the so-called "journalists" from Daily Mail found out about this possibility http://www.dailymail.co.uk/news/article-2396327/Airport-security-farce-Deadlier-knives-used-9-11-sold-duty-free-taken-London-flight.html Maybe also due to the draconic UK knife laws they saw it as an extremely dangerous thing.

The Daily Mail article claims (not that I trust this tabloid too much):

• Expert says he would not have been able to board UK flight with the blades
• On U.S. flights all types of blades, even penknives, are banned

According to Wikipedia:

A common regulation for cabin baggage restrictions was introduced on 6 November 2006 in European Union and in Switzerland, Norway and Iceland: ... The recommendation allows for light knives and scissors with blades up to 6 cm but some countries do not accept these either (e.g. nail care items)

@Kuba referenced the UK website which mentions knifes above 6mm to be forbidden. But I would expect to have problems with a small knife on a UK airport in practice too. At least Daily Mail claims so. Remember that "Airport security staff won’t let anything through that they consider dangerous - even if it’s normally allowed in hand luggage." (https://www.gov.uk/hand-luggage-restrictions)