Each Azure region has one designated paired region for disaster recovery. In the UK, the UK-west and UK-South region are each others designated paired region. You cannot change this.
Microsoft is making sure that they will never apply updates to paired regions at the same time. This cannot be guaranteed when you would be able to randomly choose a paired region yourself.
Furthermore, paired regions are in the same geo-political zone (same law). Since the UK is no part of the EU, having Western Europe as a disaster recovery zone for a UK based application would lead to all kinds of legislation questions.
More details can be found here: [https://learn.microsoft.com/en-us/azure/reliability/cross-region-replication-azure