Hello, I am Keith, one of the experts on Just Answer, and pleased to be able to help you with your question.
The P85 makes provision for any reclaim of tax due on leaving the UK. As self employed you will have to self assess for each tax year you were resident. As you say you have already done this there will be no problem, but the completion of the P85 is essential to keep HMRC in the picture to ensure that your residency for UK tax purposes is correct. You will find dealing with HMRC much easier if you use the P85.
I do hope that my reply helps. Remember the P85 is processed by another tax office, not necessarily your own.
Thank you for your support.