In this instance because BBC worldwide is the for profit arm, they show adverts, something the BBC cannot do within the UK. The content is usually still available elsewhere on the BBC but I find it odd that it does not redirect.
My understanding (I don't live in the UK) is that the BBC is wholly or partially government funded. As such there are certain things the BBC cannot do within the UK, because it would unfairly compete with other UK media companies which don't have similar government funding.
(But I could be completely wrong, if so... please correct me :)
The way it's generally considered to be: they are actually funded directly by a license fee which British people are legally required to pay if they watch any live TV (including live online streams such as iPlayer, but not including non-live VODs).
Technically... the BBC collects the license fees, gives all the money to the Government and then receives money back from the Government. But it's a complicated setup, separate to normal taxes/budgets.
This is the for profit arm, basically resells BBC content internationally, with the website they show adverts, the BBC is not allowed to show adverts in the UK.