I've had a similar thing (500' separation from a VFR aircraft) in German airspace.
It always intrigued me that I could apparently be under radar control below 10000' in German airspace when there were uncontrolled VFR aircraft also below 10000'. What was I supposed to do if one tried to hit me? Ask for permission to deviate from present track?!
[Before somebody says something, don't worry, I wouldn't really do that.]