A I,
At CDG you are assumed to intercept the LOC if not already cleared, I daresay something to do with the parallel approaches. I believe the reason you are not cleared for the approach in the UK before intercepting the localiser, is that non-UK crews when cleared for approach were immediately descending to the platform altitude which at somewhere like LGW could take you out of controlled airspace. I like the technique that some controllers use which is to clear you to analtitude THEN further with the glide. That is completely unambiguous and practical.