I think Asobo need to improve the signage and directions for this as you aren’t the only person I’ve seen miss how it works.
Basically any world update thus far (US, Japan, and now UK) has required three downloads - update to the launcher, update to the sim core, and a marketplace download for the specific new region.
I assume they have done it this way to save space for somone who eg isn’t interested in flying in Japan, they can just not download that extra data. It does however make it more prone to user error or misunderstanding like this.