Based on advice I received on this group a few months ago (I'm pretty
slow at getting around to these things!), my understanding was that it
was OK to run standard T&E cable in the conduit as the conduit would
protect it from weather and knocks.

Correct.

(I haven't bought a socket yet but the ones I've looked at in Wickes
have their cable knockout holes around the sides of the fitting, but
none in the back.)

Nothing a 20mm hole saw can't fix!

- Should I be worried about these exposed lengths of cable?

Well a couple of cm probably won't hurt, although the best technique is to
use Hi-Tuf cable, which is UV resistant and can be run in sunlight with
impunity. However, given that you already have the PVC, I'm sure you can
contrive something to protect those few cm from UV and give you that warm
fuzzy feeling from doing it right.

Christian.