You're correct that they're not obliged to - the WEEE directive and the related charge will not, afaik, apply as I don't believe there is a WEEE charge for your new gas system [with WEEE you are generally entitled, when buying and having new electrical or electronic appliances delivered / installed, to have the old ones removed and disposed of with no extra charge].
You are also legally responsible for the proper disposal of the old appliances, so be very wary indeed of asking the fitters to "help you out". Either take them to your local waste park / Civic amenity site / WEEE facility yourself, or ensure that they are disposed of via a properly licensed waste management company.