It is not largely a UK thing, there are many so-called "special airfields" in Germany with PPR and most/all can be asked via radio, but you may get refused.
The reasons are many, for example: the field might have few parking positions and thus they won't let you land if those are already filled; or repair work (or event, as mentioned above... ppr fields don't usually need to NOTAM) is going on; landing conditions are poor (=flooded or snow), and so on.
It's always sensible to call in advance, but if you leave yourself an alternative, there is usually no problem to call in via radio and ask, unless, of course, a prior phone call is specifically requested.