I'm sure that you wouldn't be breaking the law (although whether you can do this is another matter - I'm sure they'll have the angles covered here, if possible).
It's a sad fact of life that this will always happen in the UK, as we're an 'easy target'.
The usual cop out by the manufacturers of 'market forces' is as patronising as it is pathetic.
Some people here will try to justify it by saying that 'you're free to leave the UK via the exit door'. Why you should have to is another matter.