If your shipping methods/bands don't include other countries then when they see your store in the list of items it will say 'Does not ship to xxxx', and likewise on your store home page.
The band that you have set up says it is US only and there is a red banner on your home page that states 'Does not ship to GB', so it looks like it's set as you desire.
If you want to add further information to the Delivery page to explain your reasons for this, you can do, but from a customer point of view I'm not really concerned with the 'whys' - it could be prohibitive shipping costs, it could be you feel more trusting of domestic postal services, or whatever - it's your store, your rules.
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The band that you have set up says it is US only and there is a red banner on your home page that states 'Does not ship to GB', so it looks like it's set as you desire.
If you want to add further information to the Delivery page to explain your reasons for this, you can do, but from a customer point of view I'm not really concerned with the 'whys' - it could be prohibitive shipping costs, it could be you feel more trusting of domestic postal services, or whatever - it's your store, your rules.