I'm sure legal consul from Sony and MS are more familiar with the peculiarities of EU law than some guy with two posts on a forum.
i subscribed to this forum just to post my opinion on the subject
If the delivery is a physical one then you have every right to do so. But if i visit your store and say i am greek you cannot tell me i wont sell to you.Delivery is to the UK only, in my choice.
An internet store does not have a physical delivery obstacle, so if i visit your store (online) and ask for downloading smthg you cannot say i only sell to UK citizens. Its like the first case , i come to your store and you refuse to sell to a EU citizen.
If you had to ship the product, that would be something totally different.
I hope i made my point clear.