I don't think that the headline is misleading one bit. You're just making assumptions about the time of this order going in effect to be right away which can't

I don't think that the headline is misleading one bit. You're just making assumptions about the time of this order going in effect to be right away which can't be deduced from the headline. You'd be right if the headline read like this "Theresa May ends EU citizens’ rights to live in UK" Which implies immediate action taking place. The fact that the headline gets the "to end", or in other cases "set to end", suggests that the subject of the sentence is expected to do something in the future and not in the present.