Many independent secondary schools have their own junior or prep schools, and maybe also pre-prep and nursery departments so can provide education from 2½ right through to 18 (some even have an associated crèche so will take children from birth).
A school that takes children right through the system may make life easier for parents but not necessarily for their children; 15+ years in the same school may seem a very long time. Young children are more likely to thrive in a junior school chosen to suit them, rather than one that feeds into a secondary school their parents believe will suit them as teenagers. Junior and senior schools are often very different; the junior may be small, cosy and supportive while the senior school is large, boisterous and competitive.
It is worth reviewing school choices at ages (say) 8, 11, 13 and especially 16, to check whether it is time to consider changing schools. Junior schools with automatic transfer at age 11, may not welcome your child arriving at age 10 into Year 6.
The precise link between junior/prep departments and their senior schools is often extremely unclear. Some are obviously genuine all-through schools, with some educational stages imposed. Others are marketed as being linked, probably in response to demand, when they appear quite distinct and are sometimes some distance apart. Transfer from junior to senior may or may not be guaranteed − although the pupils will undoubtedly be well prepared for the senior school’s entrance exam.