As a past military comms officer and a currently licenced radio amateur, I can pretty much confirm that you are all right!
yes its illegal - the only legal thing you can listen to is the broadcast bands, time and frequency standards and ham radio bands.
However, your unlikely to be prosecuted for listening to ATC using a scanner - there are lines of people using em in cars outside the perimeter fence listening to my screw ups and lousy landings at EGPK - hope it keeps em amused!
Drive around a town centre with a scanner on the police freqs and its liable to quickly become attention as would be selling off the details heard to local papers etc.
Its all a bit of common sense!
Arriving at a local spot because of alien encounters from what you have heard on a police frequencydeserves to have you locked up anyway! I actually wonder what they expected!
Oh and don't say Aliens
