am I required to bring letter from my college where I study on scholarship to travel to the UK for tourism?

Hello,

I study outside my country on a full, government funded scholarship. In UAE. I want to visit UK (London specifically) for new year but I was told my school needs to provide me with a letter of approval for my travel or sponsorship. I am confused about that since my school wont sponsor my trip. I will be self and family funded for the 10 day visit.

Is that the case? My school has said they can't provide such letters when I asked about them about it but i haven't been to the UK embassy yet and want to avoid going there if what I Heard is true.