Of course listening to ham radio bands is allowed since they are meant to be public. But unlike in other countries the UK does mind if you speak about what you heard on the bands. I've heard several people getting berated for this on the bands.

I suppose for stuff that's actually meant to be prive it's even illegal to intercept it, I don't know. Personally I think such laws are just theater. Just like the cell band blocking on scanners in the US. Spend 2 minutes on mods.dk and a soldering iron and problem solved.