This seems to be one of those custom and practice things. Filtering up the inside is legal in the UK, but the Highway Code reminds cyclists to look out for left turning traffic when doing so. In my commuting days, I rarely had the OP's experience, probably because I was looking out for such difficulties.

It also rarely (IME) provokes the kind of response which seems common in the States

However, since he's based in London and there seems to be more cyclist/driver ire than in many parts of the country, perhaps it's a local thing.