The installation of velux windows do not "normally" require planning approval. The reason why I say normally is because it really depends as to where the property is location (i.e. conservation area, listed building, etc...).
The installation of a velux window does not normally require building regulations providing no structural alterations are being made, which in most cases... would involve an application being submitted to the LA, unless you can get a window small enough to fit between the rafters (i.e. 400mm/600mm). However, the majority of Building Control departments would turn a blind eye to something like that as it's very minor and if you're going for a Velux window, then the glass and frame will comply to u-values. If another brand of window was installed, then depending on its technical characteristics, may require a building regulation application.
Building Control would also look at the fact there is no fixed/permanent access to the loft space, which wouldn't class it as a habitable room. As soon as people start looking at installing a fixed staircase, then that opens the room up for all kind of rules and regulations. Planning may also come into depending on certain factors (e.g. where the property's located as mentioned above and whether the proposals fall within Permitted Development).
To me, there doesn't appear to be any problems because you/your solicitors let the sale of the house go through without seeing proof of planning/building regulation approval. If you were worried, then there's no reason why you can't apply for a Certificate of Lawfulness (Planning) and a Regularisation Certificate (Building Regulations) to have the works officially addressed by the L.A., which would either confirm the works did not require planning or building regulations or the works would and you would then have to submit the necessary details, which would cost you time and money.
