Hmmm. I'm under the impression there is a difference between American chili powder and UK chili powder.
Your typical McCormick's chili powder is not just fine ground chilies, but a mix of that, cumin, and other spices. It's been a while now, but I don't remember finding that in the UK (and I can't look at the Tesco link either).
The UK stuff I bought was pure chili so I made my own 'chili powder'.