Hmm, whilst setting up my store the first thing I noticed is that the county of Cumbria is missing from the UK zone (because I live there).

I've done a little more digging and can see that also missing is the Isle of Man, Jersey and Guernsey. There may be others.

In fact I believe that the Royal Mail only use post codes and do not recommend using postal counties for addresses therefore I suspect it will be confusing to customers who cannot enter their known and trusted addresses if the option is mandatory and the list is pre-defined.

Perhaps the zone field could be left greyed out upon selection of the UK in the countries field?