[zahllos]

Yes. The reason for this is that the Official Secrets Act makes it illegal for anyone to keep or share anything that is "official information" under it except for "official purposes" i.e. for your government job on a government computer. There is no opt out for journalism and it applies regardless of whether you "sign" it or not. IANAL, but my understanding is the sole thing you can do legally if handed or finding classified documents is to take them to a police station and hand them over.

I would guess that the UK Gov knew full well that destroying these documents in the UK would not stop reporting, but doing nothing might set a precedent that they're not keen on.