Sealand is a structure within Britain's territorial waters (since they were expanded in 1987)... From what legal analysis I've seen, a structure just wouldn't ever be considered as a 'nation' in any sense, and if anything happened there that the UK was really concerned about they would remove the occupants anyway... So unless they had a navy that could go up against the UK's...

They'd need satellite internet anyway to get connectivity that didn't go through the UK so not going to be great latency.