Are you on one of the MVNOs that piggyback Vodafone UK's network? I think those are VOXI, Asda Mobile, Lebara and TalkMobile. Data roaming is unlikely as the main networks all prevent roaming from users from other UK networks.
Either way, this is standard. All UK networks that I am aware of have a content filter that is on by default, and you have to deliberately opt out of it. It's been that way for at least 10 years, probably longer. When opening a new mobile account, getting it turned off is usually the first thing I do after porting my number. There will either be an option in the network's user portal somewhere to turn it off, or customer services should be able to do it once they've verified you're over 18.
Even if you don't want to access sites that contain NSFW content, the false positive rate is generally fairly high, and at least in the past, it caused performance degradation on some networks.