A few years ago, as passenger on a flight from New York to London, I was listening to the inbound aircraft. One pilot requested a direct from his position to a point convenient for him to begin his LHR approach, ATC declined.
The pilot asked again a bit later, same request. ATC said I cannot let you fly direct because you would be transiting a danger zone.
Whereupon another nameless listener suggested "Go for it!"
I bet I wasn't the only one laughing.