It's not a UK only requirement.
Interception procedures
Interception is a very unusual event to occur to a GA aircraft; however it is a requirement for EASA aircraft flying under Part-NCO and for all aircraft flying internationally to carry the interception procedures specified in ICAO Annex 2 (Rules of the Air) and the SERA. These are reproduced below.
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Source:
The Skyway Code (p140)