First off, this is not an integrated course. It's modular so it's not a comparison to the likes of OAT.
On the face of it, it does look cheaper, but looks can be deceptive. For simplicity I will ignore all the exam fees, tests, accom as this is a fixed cost no matter where you go. Then, take out the PPL, Hour Building and ATPL which comes to about 8 grand (their figures not mine). Which leaves twelve grand left. Now, they like to think that with this 12 grand you will pass all the FAA stuff and then convert to the JAA. The problem here is the conversion from the US IR to the UK IR. If you have very limited IR experience, plus you have not experienced UK airspace, do not think for one minute that you will be able to convert in the minimum of 15 hours. Budget for at least twice that.
What I don't understand is that they list a JAR CPL course! My understanding is that if you hold an ICAO CPL (FAA) then you only need training as required before sitting the CPL test.
Personally, unless you can work in the states there is little point training over there for commercial licences. By all means do your PPL and Hour Building over there. However the CPL and IR will serve you better if you train in the UK. In the end it works out about the same cost (in real terms) as training stateside.