We do it because it is the procedure laid down in ICAO Doc 9432 the RadioTelephony Manual. Para 2.7 specifies how callsigns shall be used and abbreviated. This is further stated in CAP 413 Chapter 2.
It has been considered that this is the most acceptable abbreviation for International use and in any event is only used when there is no possibility of confusion.
Some countries will have more foreign aircraft using its airspace than we do in the UK but, as its an Internationaly agreed procedure, we are duty bound to comply with it.