PPRuNe Forums - PART - MED and state of licence

I have received an AIC from the UK CAA, specifying :

A holder of existing licences issued by more than one NAA, must ensure that the Part-FCL licences and certificates they hold (including any licences that were previously JAR-FCL compliant licences) are issued by the Competent Authority / National Aviation Authority of the State which holds their medical records for the purposes of compliance with Annex IV (Part-MED) to the EASA Aircrew Regulation.

Does this means that we have to do the medical class 1 in the country where our license are issued. Or can we still do it in another country and they will send all the informations to the state of license????