Well what the hell is wrong with Germany then?! - only have to cross one bit of water for that...
Nothing is wrong with Germany, however the perception is that life would be better in the UK - I'm not sure why they think this, but it's clearly obvious they do. I'd imagine the two major reasons are the language (English is a more popular world language than German) and the perception that it's more of a free ride than it is in Germany.
It is, of course, perception that shapes peoples actions and not necessarily reality.
However many of them DO pick Germany - infact Germany is the largest destination in the EU for illegal immigrants.