Ask them to clairify what they mean by completed UCAS form - they may well consider the bit that they get from UCAS as complete, and are trying to get over that you can't accidently forget to copy the page with your results on or similar.
If they are after your demographic info etc, I guess that's a little more dodgy, and I would refuse to include where else I had applied.
If it's the latter they are after, then I think you can go one fo three ways:
1) don't apply
2) apply, but black out these details, and write a cover letter explaining why in terms of UCAS regs and your "rights"
3) complain to UCAS.