On a similar note, my personal stuck record, from a mid-air pov, is that it is demonstrably safer to fly in cloud than VMC, but people allow their prejudices and voodoo to tell them otherwise.
Ah, the old chant of "Big Sky"!
I've never relied on prejudices and voodoo but only on 39 years of personal flying experience.
You probably don't fly in UK in an aircraft equipped with a TCAS, especially in the winter or under CAS, at or below transition level, as many smaller aircraft do. This may include any type of helicopter, or some jet traffic at up to 250 kts.
The number of aircraft in IMC might be fewer, but what aircraft are airborne are often trying to achieve the same thing and they tend to be concentrated into shallow levels and/or corridors.
As for the main topic, I've operated military helicopters in Salisbury Plain under Salisbury Ops and other danger areas many times and having seen what goes on in there I definitely wouldn't risk crossing any of them without clearance! On one occasion we still came close to being blown out of the air due to an Army unit firing live ammunition without authorisation (155 mm shells were being fired from camouflaged positions directly below us - we were operating between 50 and 100 feet). Having asked for confirmation on the RT, as the guns were in our notified exercise area, we were initially informed only blanks were being fired. We received a very urgent radio call shortly afterwards to get behind the guns because they were not blanks (we thought the bangs were a bit loud). On another occasion up north we watched quite a number of ground to ground/air missiles trailing 2km long control wires going "rogue" and completely out of control. I wouldn't want to be anywhere near those, thanks.
Crossing a DA without clearance is a bit like trying to walk across a motorway or a railway track blindfold and with earplugs in. Not something any sensible person would do.