Now, grain-of-salt all that. I've read several things that a) say it's not exactly sovereign, but the political fallout of the U.K. entering the embassy could collapse the entire house of cards that is the Embassy system worldwide, b) states have been kidnapping and assassinating people on foreign soil for ages (see: United States, Russia, Israel, etc).
I'm sure being stuck in the Embassy is seen, at least a little, as being contained. But if he ever stepped foot outside, that'd be the end of that.