So far I had always used \'en_UK\' for British English. Today I got an error when using it with Zend Framework because the locale is not included in the long list of recognized
You cannot simply invent locales! They are already defined. So "en-gb" is British English, whereas "en-us" is American English. If you use "en-uk", you are just making up a code.
As to why the official code is "en-gb" and not "en-uk", I think basically because there is no such thing as United Kingdom English. The language variant is British. Note that the difference between Great Britain and the United Kingdom is:
UK = GB + Northern Ireland
So by naming the variant "en-UK" it's as if you are saying that you want to include the way they speak in Northern Ireland within this category. But why would you want to do that? From a linguistic perspective it makes no sense, as Northern Ireland English is closer to Irish English (en-IE) than British English.