Decided to inquire about Voice Training again and got this:
"This is Fiorella from Echo UK team, I'm really sorry to hear you're a little confused about Voice training in your Alexa device. Currently, this feature is not supported on Amazon Echo for UK. This is our official information, in other blogs you may see screenshots from the Amazon.com app or from old versions of the feature. Be sure we're working and recollecting all the feedback from our customers to be able to work on the features that are missing. We will let you know promptly as soon as a feature like this is available. We appreciate your patience in this matter."
Two responses now, one telling me that the feature was pulled from both the UK and US apps owing to an upgrade to the service; now telling me that it wasn't supported in the UK from the get go.