Confinement induces various modifications in the dynamics of polymers as compared to bulk. We focus here on the role of dynamical heterogeneities on the mechanics of confined polymers. Using a simple model that allows computation of the mechanical response over 10 decades in frequency, we show that the local mechanical coupling controlling the macroscopic response in the bulk disappears in a confined geometry. The slowest domains significantly contribute to the mechanical response for increasing confinement. As a consequence, the apparent glass transition is broadened and shifted towards lower frequencies as confinement increases. We compare our numerical predictions with experiments performed on poly(ethylacrylate) chains in model filled elastomers. We suggest that the change of elastic coupling between domains induced by confinement should contribute significantly to the polymer mobility shift observed on filled systems.