Even if this is a careless, sloppy assertion by some reporter who doesn't know the difference between smallpox and anthrax, Britian probably does have some smallpox.
It's that old evil doctrine of Mutually Assured Destruction again - so long as anybody has smallpox, everybody else needs to have some too in order to release theirs when somebody releases theirs. Because of this, nobody will ever release any smallpox and we'll all live in pox-free happiness! That fucking Dr. Stangelove Prisoners Dilemma crap.
There is NO reason to have any smallpox anywhere - except for use as a weapon. It's not a matter of not eradicating a species of life, because viruses aren't really alive. It's not a matter of public health, because the vaccine is made out of a different virus, the vaccinia virus which is safe, cheap and widely available. The scientific value of the virus is basically nil - what can you find out, besides how to make a thing that has no other use besides killing people?
Still, just to maintain the MAD situation, Britain almost certainly does have some.