Makes it hard for aircraft based at Kirknewton since they can't then get in unless it's VFR all the way in from the zone boundary. However even if you could do a visual break-off from the ILS to go to Kirknewton the elevation there is 550ft higher than Edinburgh's so if you break cloud at 1000ft on the approach to Edin you'd be hard-pressed to maintain VFR all the way over to Kirknewton.
BAA now don't allow any training flights that don't end in a landing at Edinburgh either. Used to get Leuchars Tornados, Tayflite PA34s and all sorts doing ILSs to a go-around.