Hmm, so they do. I just found a couple of WMO bunkers near-ish to me that have been for sale recent(ish)ly. £20k guide prices seem strangely cheap.

http://www.upfs.co.uk/property/ukwmo-ashwell-hertfodshire/

http://www.upfs.co.uk/property/ukwmo-brundall-norfolk-2/

Edit: Those links will probably break if you have https-everywhere installed.