Interesting point about Spanish ATC. I too have been cleared to an altitude 3000' inbd MGA VOR for right base 31. It was some years ago, but it was below MSA 5000' for the VOR and would have taken us into cloud. I chose to level 6000' VMC on top until certain we were over the wet stuff. ATC queried this, but to avoid a prolonged argument I didn't repsond for a while, then declared we were leaving 6000 for 3000'. You could hear the shrug of shoulders and feel the que?
For Seville it is common to be given a descent to final patform alt 'subject to safety altitudes". This means ATC do not give step clearances, but I wonder if they are watching you for safety altitude and terrain clearance purposes? I jusy wonder if they will jump in if some nutter dives straight for 3000'?