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I think that strictly speaking what happened there is that you asked for an IFR clearance, got it, an IFR flight plan got opened (implicitly) and then you proceeded IFR to destination. This can be done anywhere, but can take a bit of time because one may need to hand you over to a higher-up controller. My experience of doing it in France is that it either takes a few mins, or is instant if the controller is the same bloke.
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I think this is the key.
As we know in the UK you cant fly an approach in CAS without FM immunity. The ANO does not distinguish between flight conditions it simply refers to IFR. As we also know in the UK you can be IFR in VMC without a IR or IMCr, but in Europe you cannot be IFR without an IR. Consequently the pilots license priviliges gets wrapped up with the aircrafts equipment.
Strictly you could not accept an IFR approach clearance in VMC without the carriage of the correct equipment.
The issue is therefore whether you have or have not been given an IFR clearance.
I dont see because you are flying an approach you MUST be IFR, but of course in the majority of cases you will be and the controller will apply IFR standards. On the other hand I have very rarely heard a controller specifically asking if you are IFR. If you are coming off airways as would be usual or in the UK en route but under an IFR clearance the contract will have already been agreed with approach radar. I guess the usual rules apply for establishing a contract between controller and pilot. A contract cannot be implied - both parties have to consent. Therefore if an aircraft pitches up under a VFR en route "clearance" or FP and asks to fly the approach (he might even say I would like a vectored approach for ILS 25, but will maintain VMC at all times) unless the controller specifically states that he is giving you an IFR clearance and you agree to that contract then the flight remains under VFR. If he does offer you an IFR clearance and you decline then I guess the controller might be entitled to refuse you the approach, but I see no good reason why he should do so. I suppose one possibility is that if he has other aircraft in the approach procedure who are on an IFR clearance he might feel that because you will not / cannot accept an IFR clearance he has no guarantee that either you or the aircraft or both will be able to operate to IFR standards and that this could endanger other traffic. Arguably the fact you are VMC has nothing to do with his assessment because as we know pilots can assess their position totally inaccurately under VMC or exhibit very poor altitude control. As we know their are many fields with some form of approach without any radar feed so the controller is totally reliant on the pilots to guarantee they are where they say they are.
In summary, perhaps the answer is you cannot accept an approach without the corect equipment IF you accept an IFR clearance. If you do not accept an IFR clearance then you are VFR and can fly with only the equipment required for visual flight rules.
Reminds me that an aircraft sometimes does have a mind of its own in the sense that even though the pilot is qualified to do something the aircraft is not. I guess that is why when the pilot announced the aircraft was going around after failing to establish visual the controller asked what the pilots intentions were. The pilot replied "I guess I had better go around with it".