Squawk - you give us no clues as to your 'credentials' here, but I assume you are not a professional pilot? Commnets like "In fact that was not the case, as the forecast weather conditions changed en route" reinforce my assumption since they often do, and a 'Flight Follower' with no means of communication with the a/c competes directly with a chocolate teapot. 'Continuing' to Madrid is EXACTLY what they should have done. I certainly would have done, and I suspect most crews likewise. The decision is made on arrival at destination, and I suspect with that met special their plans were probably pretty well formed. There is nothing in that special to prevent the commencement of the approach, nor, indeed, a possible safe arrival. It is only by 'being there' that you will know. They were; they did.