Apart from flight schools, many things in the UK are more expensive. Exam costs, authority fees etc.
Firstly you have to pass 14 ATPL (A) Theory exams in one of the EASA countries. You can send an e-mail to civil aviation authority in order to register and appointment for exams.
UK can't be good choice nowadays. Because of Brexit, it won't be member of EASA.
Is it worth it? It depends on your citizenship and experience.
If you have not EU passport, you won't find any jobs in europe.