I Took Out Insurance With The Halifax To Cover Loss Of Employment- I Became Unemployed And They Don’t Want 2no?

I had total mortgage protection at £122 a month for over 6yrs and had to put a claim in due to unemployment- they sent me a letter saying that if I didn’t keep up the payments I would lose the insurance and any claim alongside it.
Is this ethical practice? Is it legal? Is there anything I can do?