Why does the UK get their games on the same day as Europe

Because Europe (including the UK) uses the PAL standard for displaying pictures on television screens. The US uses NTSC along with several other territories (including the other primary game production locale: Japan). Because the PAL/European versions of many games require significantly more work due to translation issues and are most frequently ported from North American versions, then they tend to get released at the same time in all European markets.

By the way, your question implies that the UK is not part of Europe. It is. That alone should really be enough of an answer.