CBS in the Netherlands evidently weren't the only Columbia subsidiary to be sent the tape of "If You Gotta Go, Go Now". It actually came very close to receiving a UK release in late 1965, not as a single, but as the title track of an EP. This was first revealed in Hermann Anschlag's self-published 1982 book on Dylan's singles and EPs, Bob Dylan / Small Talk. Anschlag had only the song titles, with no catalogue number or other details. He understood that the release had been cancelled on Dylan's instructions, though no source for this information was given.

Much more recently, the February 2025 issue of the UK magazine Record Collector reported that a copy of the EP had been tracked down in the posession of David Howells, CBS UK's product manager back in 1965.

Howells confirmed that the EP had been withdrawn, and believed that all other copies would have been destroyed. He didn't know the reason for the cancellation.

The EP's catalogue number would place its planned release near the end of 1965, and the rear cover photo was the same one as used a few months earlier on the UK Highway 61 Revisited LP. More pictures of the lost EP can be found at https://www.searchingforagem.com/1960s/1965.htm.