cossack, its nothing to do with the phraseology used, althought I have been 'cleared for the ILS' in one UK airport recently.
The problem lies more in the r/v to the loc. In the flightdeck you can see it happening, G/S coming in and you are on a closing heading, still to establish on the loc. You call established and then it is immediate desent to xxxft to ensure you are now well below the G/S.
JuicyLucy, you are right, it never happens at LL. There as HEATHROW DIRECTOR says you are loc established, and awaiting the appearance of the G/S, which is the way it should be.
But many regional airports do have this thing about G/S and Loc established at same time. Its a real pain, and there is no need for it.