If the UK/EU had a hand in the dirty dossier, Q’s reply might make some sense...
It’s pretty well established that the Intelligence services do favors for each other. If CIA wants wet works done, they’ll use the Brits or maybe Mossad.
For sure there was some sort of co-operation between MI5 or MI6. It’s not illegal for them to spy on US citizens. Likewise we could spy on the Brits they want covered -skirts the laws that way. Quid pro quo.