The notion that you cannot keep wood treatment on anything in the UK is ludicrous. You can choose to leave raw wood exposed, or you can chose to treat it every 5-10 years.
Source: my family in Norway owns several wooden houses that are a couple of hundred years old, and as a kid/teenager I spent a lot of time having to treat these houses :)
Treated external timber in the UK is more exposed to UV light than in Scandinavian countries and requires much more maintenence, say at least every two years instead of five. People just don't want to repaint there houses this frequently. Although, you are right, this isn't to say that timber cladding can not last for a very long time.
As an Icelander living in the UK, I will attest to this being true. It really surprised me that all my wooden outdoor structures and projects decay much, much faster in the UK than they did in Iceland, despite the general lack of frost. I hadn't considered it being due to added UV exposure. But I'm having to varnish my nice oak garage door every 18 months to keep it from going grey, despite using extra tough oil-based polyurethane. Similarly processed wooden structures would last many years in Iceland without any extra maintenance.
There's also the fact that when the ground is frozen, the microbes in the soil that cause rot and decay are less active. The constant dampness of UK soil means any wood that touches the ground is rotted through in a couple of years unless you take significant precautions, while in Iceland, the ground being frozen or dry a large part of the year makes this less of a problem.
Source: my family in Norway owns several wooden houses that are a couple of hundred years old, and as a kid/teenager I spent a lot of time having to treat these houses :)