The only restriction that I found with my UKCAA JAA license once flying aborad national register aircraft was that once considered a permanent resident (for whatever that means for local CAA's) you have to request transfer of your JAA records from UKCAA to the new CAA.
I think it is also needed for license revalidations once you try to revalidate with a JAA examiner who is based at that non UK country they (UKCAA) may start asking you for copies of his JAA records as well.