To expand a little with some history;
NATS (UK) had the philosophy that you were cleared for LOC. Once you called established you should thne be cleared approach. Radio chat and crowded frequencies caused problems, so the phraseology is now intercept the LOC & descend with the G/S when established.
In every other EU country I've been in you are normally cleared approach in phase one. Exceptions might be where you are intercepting the LOC a long way out, say 6000', and they want to make sure you do not descend under the G/S to platform altitude. This could drop you out of their TMA. They might then ask for a DME and then clear you for approach.