Mick,
The tower should make the distinction with the TO clearance: YMEN has a couple of pads out of sight of the tower, and they will (usually) be "report airborne" with the TO clearance. As UA says, departures will then treat you like any other aircraft, with all the usual reports on first check in.
Sometimes YMML traffic inbound for 34 will be on descent from PLE, and getting close to EN circuit traffic as they approach almost overhead EN threshold 35. I would surmise that would be the reason for the altitude call that you had, to protect the paraffin pidgeon passing overhead: I've been invited to reduce my rate of climb on more than one occasion, exceeding 4000fpm RoC in the BK117 with a 744 about to trip his TCAS somewhere over Preston
