To be honest, it's what I had expected. However I still can't get my head around how (say if radar was available) I could be cleared for an ILS approach/to intercept localizer, in uncontrolled airspace.
A clearance is a contract between and aircraft and ATC, which establishes that if the aircraft flies the specified trajectory then separation from
some other classes of aircraft is guaranteed. In class A/B/C, the separation is from all aircraft. In class D/E it is from other IFR aircraft. In class F/G it is from other participating aircraft.
If you don't like your clearance in class E, you can always cancel IFR. Similarly, if you don't like your clearance in class F/G, you can always decline to participate, though ATC procedures allow ATC to assume that an aircraft will adhere to its clearance unless it tells ATC otherwise.
Cambridge will, by default, clear an IFR inbound to the CAM. If you want a direct arrival at Cambridge using the 10d arc, you need to negotiate it with Cambridge Approach well in advance. I think that if an aircraft is cleared for a direct arrival approach from a long way away, it seems to more difficult to assure separation from other IFR aircraft than if you're coming in to the CAM at 3000 ft, but I've never discussed that with them. If you're coming from controlled airspace, it can be tricky. I've found that while coordination between Essex and Cambridge is generally good, getting a direct arrival is not always as easy as you might expect. So don't be too surprised if the clearance is to the CAM at 3000 ft or above. Of course if radar is available, it's much easier.
TDS, where have you done most of your IFR flying, and where are you arriving from?