I think it's a service book issue. T-Mobile UK don't send out any WLM service books. And though they may indeed not block ports on the general GPRS APN, I suspect this service runs over the the BB APN, which is controlled by RIM/the operator. I've also read that there has to be a 'deal' between each operator in each country with Microsoft before the service can be "switched on".
Still looking for a workaround...