As a pilot, unless on a long final (perhaps westerlies at LHR), I often try to intercept the localiser and the glidepath at the same time. This avoids noisy level flight and at LGW and MAN with usually short base legs works very well as long as we can immediately get cleared to descend as we intercept the localiser.
Abroad, once cleared for the whole approach in one go, this is not an issue.
I realise that this is not an ATC issue, it is one of legislation, but it is frustrating to see that glide bug disappearing downwards whilst the frequency is occupied, knowing full well you would have been cleared anyway.
'Further descent on the glide' whilst on an intercept heading sorts out this problem and if you can't so clear someone, its a shame.