The last annexation to UKoGBaI motherland was Ireland, in 1801. UKoGBaNI still has colonies but those, from Channel Isles and Man to Pitcairn are not regarded as parts of UK proper, and are not represented in Westminster Parliament.
In 19th century, was there any feeling in UKoGBAI that any colonies should be annexed in the sense of getting formal representation in Westminster? Scotland and Ireland had, in their Union, kept their laws, superior courts and, in case of Ireland, Privy Council and Viceregal administration while getting seats in Westminster Parliament. There was not yet an example of a colony having both a local legislature and representation in a superior legislature - the rebels had had in since Continental Congress, and OTL Canada was to get in in 1867, so considering the different Unions with Scotland and Ireland, having an Imperial Parliament might not be exclusive of colonial legislatures and laws...