Knife laws apply to everyone within that jurisdiction while they are physically there, regardless of citizenship or even residence. This is true in all nations around the world and all states. If I am from Arizona (where all knife carry is legal) and go to California, I still must obey California's knife restrictions. And I go to to the UK, I must follow the UKs restrictions.
Were you confusing this with Diplomatic Immunity? Very few individuals get that and they have to be part of the embassy, and even those that do still have to follow the host country's laws. It just makes punishing them more complicated.
I would not fret much though. California's knife laws are considerably more lenient than the UKs. You can carry folding knives that lock of any size in your pocket completely concealed, and can carry any knife if it is in a belt sheath and plainly visible.