I dont understand the request and i usually ignore it anyway.
Which is somewhat more worrying. You ask for a service (25 miles from the radar head) and they ask you to set the QFE (something I find very surprising) and you ignore the request!?!?!
Do you know what else is in the area? Do you know what height they are descending to? Whether they are using QFE, which as the service is being given by an RAF unit all the military operators are likely to be using?
May I suggest if you don't understand then you ask, either on the radio there and then, or by land-line later!!