Partially, it's a negotiating tactic. When negotiating, always try to be in the position of the one with more information.
Partially, it's employee relations. The advert may well reach the attention of the current employees and the employer may (for various reasons) not want them to know what pay bracket the new job is being positioned in.
Partially, it's simply prudish British attitudes towards salaries.
And partially it's for the very good reason that the salary will depend on the applicant and it is highly malleable.
So what should you do about it?
I'd say that you turn it to your advantage and make the most out of the fact that they haven't specified what the salary should be. I've been in the same situation a few times myself and my response has been to request a salary about 20% to the salary I would have been looking for. I've also refused to disclose my own salary (negotiation tactics go both ways and if they want you then they want you regardless of whether or not they know your current salary -- simply put "TBA" on the form). If they want to play this game then play it harder.
The first company who asked me what salary I wanted balked at my demands, by the way. But the second one gave me the extra 20% without question. And then I found out that I had a car allowance and generous pension on top too. If you don't ask, you don't get. And if they don't want to tell you what to expect then that gives you the opportunity to tell them what to expect.