In the "olden days", the main parties always canvassed in person and asked how you intended to vote. On polling day they would "knock you up" if you hadn't voted till the evening and drive you to the polls - very important if poor weather as folks didn't all have cars and postal votes didn't exist. Some parties/constituency workers still canvass and knock up and voters are generally impressed.
With turnouts often not above 60% a lot of people need encouraging to vote.
Canvassing/knocking up still takes place in many seats, particularly if marginal, and therefore taking polling numbers at the station is essential for that.
Smug holders of "safe seats" don't bother but they can often afford to pay someone to do the job. Smaller parties have to rely on volunteers - and it needs a lot of them to get round a constituency. I'm still doing it after 52 years!!!
You are, of course, entitled to tell a volunteer nothing, or tell a lie, but we're only trying to do the best we can for our party - and hence democracy. Most people are happy to do that. Same with collecting your polling number at the polling station.
Incidentally, I've never asked a person how they've voted or even how they intend to vote, once they are at the polling station. Too late to be of any practical use really.
There are however formal Exit Polls conducted by private companies.