I agree that the Split controller gave an incorrect clearance and that controllers should be aware of what they are doing, however this was an example from Split.
This is different to the OPs question about leaving Jersey Zone (and in my experience is the same in UK and France). You will be given a clearance limit and that is the limit. You should know as part of the flight planning where you're going next in terms of airspace. Everybody trained in UK airspace will have come across the issues with controlled airspace (entering and leaving from class g) and for foreign pilots of pilots who got FAA IRs then they need to do some work to understandthe airspace over here before flying in it (in the same way as a UK trained pilot would need to familiarise themselves about US airspace). I make this comment not as a 'pop' at FAA IR holders as that's what I did for some years, and the biggest thing I had to do when I got back from the US was to spend some time familisarising myself with UK and French airspace issues and understanding the issues with entering / leaving controlled airspace (especially class A) into/out of class G