If you changed planes at Philly you would have had the same problem as
you'd have to go through security again at Terminal F.

No, you don't. There's a bus between Terminal F and Terminal C behind
security.

It's true, if you arrive from overseas and you want to connect to
another flight, you have to get screened again at PHL, typically in
terminal A. But if you just want to leave, you can leave.