You can go from a 40mph zone to a 30mph on the same stretch of road. But there are signs well in advance to indicate the speed change. It's quite common for the rozzers to be 'sat' waiting in these spots to catch those that don't slow down in time.
I don't think it's so much as famous people getting to live in comfort, more those pesky tabloids, et al leaking the location of these rich fuckers, putting civilians, troops and army operations in danger.
I saw the joke on Sickipedia.net circa 2010, maybe it should have stayed there.