The UK law says you cannot listen into transmissions that you don't have permission for.
Obviously, we have permission to recieve and transmit on the ATC frequencies so no problem.
And United is registered in the US, so in large part, US (and not British) law applies to the plane and activities that happen aboard.
Actually youre wrong.....ICAO law states that the pilot in command of an aircraft will follow laws applying to the following:
1. The states (airspace) the aircraft is flying in
2. Country the aircraft is registered
In that order......hence even the it is an Amercian registered aircraft, when flying in UK airspace UK law will have priority over US law.
Same with licencing....If a pilot with an FAA PPL flys in the UK he/she must abide by UK law.
But as stated before....these laws apply to what the "aircraft" can do. So any communications inside can be listened to becasue its kept inside the aircraft. Same as alcohol.....in UK soverienty you can drink at the age of 18 but onboard a US registered aircraft then US law would still apply.