Hello Meg / All
Wether police escort a load depends quite a lot on its size and weight. As you quite rightly say certain items may need a Police escort to hold traffic back at junctions and to provide protection due to its slow speed. I think its up to the haulage company to notify the Police well in advance of the load taking to the road and its route. The Police in the respective county's will then decide if it warrants their assistance.
The legislation has recently changed to what they call STGO (Special Types General Order). I think this change has meant that more responsibility for organising the safe passage of the load has been handed over to haulage company's.
However when i have my Playmobil vehicles out on the road i allways have a very good excuse to get out my Police cars

. Here is a picture i took a while ago of one of my own Playmobil vehicles being escorted by the Police.
Regards Tim