That's what I did. I got it a few days prior to the UK release and finally got to see COIE. In the UK Sky got four of the five shows and Channel 4 got Batwoman, but never showed COIE part 2 so UK fans have been screwed on this. Just as next year if Sky gets Superman & Lois and Channel 4 keeps Batwoman, we'll probably be screwed again. From what I understand all five shows in the US box sets will get the bonus disc for COIE, whilst we'll probably get none.The US ones apparently do - but it looks like the UK ones don't
Going off some of the reviews, people are recommending going for the US versions as they say they're region free.