This option does not implement a security.txt redirect via HTTP/HTML, but instead implements a sign-post via DNS TXT records.
More information on dnssecuritytxt is available here: https://dnssecuritytxt.org/
You do not need to configure for any domains ending .gov.uk, as TXT records on _security.gov.uk are already implemented.
_security 3600 IN TXT "security_policy=https://vulnerability-reporting.service.security.gov.uk"
_security 3600 IN TXT "security_contact=https://vulnerability-reporting.service.security.gov.uk/submit"