Interesting that ICAO specifies...
An aircraft vectored to intercept a pilot-interpreted final approach aid shall be instructed to report when established on the final approach track.
...but the UK
says...
Controllers may instruct the pilot to report established on the localiser where it is judged that it will aid situational awareness.
As RustyNail says, if for example the descent clearance cannot yet be given, the closing heading plus the instruction to report established on the localizer directly implies that the aircraft may establish. Until that is specified, then the heading should be continued, if necessary through the LOC (although that manoeuvre should, of course, have been specified).
2 s