Firstly, why do you want to learn to fly? Is it to hire an a/c from your local flying club to take you and your friends flying?
If so, imagine the reception you'd get:
"Hello, I'd like to take the JAR-FCL PPL exams please"
"Of course Sir - you can do that during your PPL course"
"Ahh - I'll be doing that in the US"
"Oh really? And when you get back...??"
"Well, then I'll hire one of your a/c"
"So - let me get this right - you think you can come here, do the exams, then bugger off to the US to do a cheap course, then come back and fly our a/c?"
"Err, well yes, I guess so"
"In that case, sir, you'll find that our exams are the same price as the CAA would charge - that's £41 per paper plus the Examiner's expenses. Then when you come back, you'll have to do a flight check with one of our FIs to assess whether we'd be happy for you to hire one of our a/c....."
"Hmmmm, is there an easier way?"
"Yes. Do your course with us!"