On the contrary, at the time I wrote the original comment, and as I write this, exactly this situation was occurring. Take a look at the map and see for yourself - perhaps it is still happening when you read this.

I also specifically remember 9 years ago during my aforementioned undergraduate report obtaining spreadsheets from the UK National Grid with time segments containing the direction and amount of power transferring via each interconnect (you're going to have to take my word for it... my copy of that data is long gone). These also showed exactly what I described, power being imported and exported simultaneously.

I expect there is a reason for this, perhaps arbitrage but maybe more likely some minimum power has to flow to keep connected sensors/relays/whatever from misbehaving, or some other engineering reason.