Why are UK primary schools having "lockdown procedures"?

My kids have been attending the same primary school for accumatively 10 years now (2 kids 4 years apart,) and today for the first time they were taught "lockdown procedure" the way a US school would. They had an "exterior threat" drill, in which all curtains had to be closed and the kids had to hide under desks and next week they're having an "internal threat" drill.

The school is surrounded by massive metal fences, and as someone who's regularly delivered to many schools as a postman I see first hand how difficult it can be to get in or out of just the reception area.

My question is why? Why are kids suddenly being taught that some threat is coming for them? Has some major event happened that I have missed (if so please excuse my ignorance)