The Fat Controller is making many good points. When put on a heading off an arrival route I can't predict the controller's next move. By giving the important level restriction(s) together with the heading I can make it happen for you. If only given a heading the arrival is void (incl. level restrictions) as far as I am concerned. I find it easiest to take instructions at face value.
The greyer hairs in my head have seen all too often what happens when you give vectors after a level by restriction, my experience always works with that in mind and isn't surprised to see you sail by the point 500' high. If it is crucial, I would have already done something else to make sure we are all safe.
I like the last sentence. I fly to all corners of Europe, Russia to Greece to UK. Every place has its peculiarities. Don't expect perfection every time.