Do special branch actually have the authority to refuse you permission to change port of entry? What if you had rung ahead and Haverfordwest had been unusable due to an accident or something closing the runway.
I would have thought that by notifying them beforehand with the 24hrs notice as required complies with the regs, and then phoning them within the 24hrs of an intended change would be perfectly reasonable imo. After all the bad guys wouldn't bother at all, so the fact you are notifying them should suffice, what if you had had to divert due to weather on route. They wouldn't have been notified until after you had landed at the diversion.
As you say they didn't even have the courtesy to meet you at Haverfordwest having made you go to the trouble of landing there.
Why do I think we are living in a police state?