Its all down to individual circumstances, for some staying invested in a UK scheme is the correct action for others it isn't. i transferred my frozen UK pension into QROPS through Devere years ago and now I have accessed those investment funds almost 10 years before I could if I had left them in the UK.
I would also point out that the reason the Government are sticking 25% withdrawal tax on transfers out is because UK funds are struggling to survive - I wouldn't want to have to rely on the Pensions Protection Fund.