I've RMA'd a few WDC drives recently (all Greens) and the Swindon address appears to be just the first stage on their trip to Germany. The replacement drives certainly come from Germany and given the time it takes for the returned drive to show as received by Western Digital I assume that's where the returns go as well.
Still a very good service, although I was disappointed with an Advanced RMA I used for the last drive as it still took almost a week to get the replacement (from Germany) so only a couple of days quicker than the usual RMA.