BRUSSELS—The European Union called Monday on the United Kingdom to grant the EU’s first-ever ambassador to the country full diplomatic status after the government in London declined to accord him those rights, but gave no clear signal that it would take retaliatory action.

European Union foreign policy chief Josep Borrell talks to journalists during a news conference following an EU Foreign Affairs minister meeting at the European Council building in Brussels, on Jan. 25, 2021. John Thys/Pool Photo via AP