BRUSSELS—The European Union called Monday on the United Kingdom to grant the EU’s first-ever ambassador to the country full diplomatic status after the government in London declined to accord him those rights, but gave no clear signal that it would take retaliatory action. In a post-Brexit spat, Prime Minister Boris Johnson’s government is refusing to grant full diplomatic status to Joao Vale de Almeida, the 27-nation EU’s envoy to the UK, which left the bloc last year. London says the EU is an organization, rather than a country. Vale de Almeida would be entitled to immunity from taxation and prosecution, among other rights accord to ambassadors, under the Vienna Convention. “We will not accept that the United Kingdom will be the only country in the world that doesn’t recognize the delegation of the European Union (as) the equivalent of a diplomatic mission,” EU foreign policy chief Josep Borrell said after …