A-levels are not required of qualified pilots by airlines, but sometimes they are required of candidates for self-sponsored airline training schemes. If you are contemplating this route (CTC and similar), you should check the websites of the airlines and training providers concerned - though, on re-reading your post, I see you may have already done that.
In any case, recruitment is a competitive process, and, where experience is lacking, acadmic qualifications are one of the few tools at your disposal to distinguish yourself from your competitors. That said, there is absolutely no need to have A-levels at all; you certainly won't need them in preparation for ATPL exams! If you do decide to take A-levels, don't worry overmuch about the subjects. There is no need to take Maths and Physics (or any other science) simply because you are interested in aviation. Instead, take subjects that interest you and in which you are likely to give your best effort - and if that's Maths and Physics, great. If it's Media Studies and Philosophy, that's also great - as long as the results are good.
Scroggs