I'm also a UK resident. I can't answer your question, but at a guess, they are segregating data than falls under the GDPR, keeping it isolated from data that does not; you wouldn't have to place it in the EU to do that of course, but it might make sense for some reason.

I'm curious as to where you have got the belief that your data must be stored in the EU. Perhaps you could point towards where in the GDPR you got this from?