Remember that your IR skills test must be taken with a CAA examiner, and there aren't very many of them. I don't know, off the top of my head, whether any of them are based in Spain, I'm sure someone on here will know.
Other than that, the arguments are the same as all the other arguments of why people do their flight training in the UK. Family or work commitments. Cost of living/travel if training abroad. Desire to train in the environment you'll be flying/applying for jobs. Want to stick to a local school which you know well, or stick with an instructor whose teaching style you like. And so on.
FFF
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