This thread has come up before.
The rules say that a new clearance cancels an old one.However ATCO's in the UK want all level by clearaces complied with unless they are cancelled.The reason for the difference is something to do with ICAO rules (I think?)
Pilots, many of our separations rely on you making levels within the LTMA. E.G. KK ins FL150 level 40 DME MID keeps you clear of SS Deps on CPT which have been climbed to FL 160. This happens throught the LTMA.