Yes you can't have advisories removed unless it went to DVSA to appeal it. Otherwise the only way is a fresh MOT.
Not great to be advising them on 4mm. Personally I only advise if below 3mm and usually closer to 2.5mm.
They told me, as you say, they can't do anything after the fact, I'm rather annoyed, and I really never get grumpy....
They have one of those grubby old 'ruler' looking measurers, maybe my amazon special is wildly wrong, but the tyres are really not very old and all I've done is driven drive to milton keynes once and done a few spirited drives to fill up the tank, otherwise I've been a good C19 peasant