Just in case you aren't familiar with European geography, neither of those cities and their countries are actually connected by land mass to the UK mainland.
Just in case you aren't familiar with geography in general, but UK isn't a mainland anyhow, and won't be in the foreseeable future, certainly not in the timeframe relevant to Azure.
However and wrt most Azure related questions, UK is member of the EU and as this most legal discussions are within the EU and EEA are bound to EU-wide legislation.
I've seen similar discussion with customers all across the area (and elsewhere on globe) and it turns out there are very few legal restrictions per country level in particular in EU, and most often its rather ignorance of law than real constraint. Else as
mentioned by Vitor, you'd need a datacenter for each country or region, doesn't makes the case.
If you have specific needs or an actual case you may also take this directly with your local MSFT account team.