The issue is explained at greater length here.
In the article, a spokesperson says:
"Some artists just can't quite handle that sort of intrusion into their music. For someone like Sokolov, who languished behind the Iron Curtain for years and his career in the West started very late, having suffered at the hands of that regime, to find all this obstruction to playing in a country he's played in for 18 years is very distressing."
More uncomfortable news, too:
The visa regulations are soon due to change again to a points-based system, raising more concerns over the cost of entry to the UK for classical musicians, who are often poorly paid. Atholl Swainston-Harrison of the International Artist Managers' Association, said: "Our concern is that, in the classical music world, many acts are not well-paid. With the cost of a visa, it's not going to be worth coming to the UK." Iama is campaigning for visas to be extended from one year to two to cut costs.
It can take a great artist, rather than a politician, to speak up about unpalatable home truths. I will shortly post a link to my recent interview with Krystian Zimerman, just out in Pianist magazine, who utters some very strong words about why he doesn't intend to go to America for a while.
(Update: here is my article from International Piano about Sokolov, from Sept 06)