This still leaves the question whether it's worth it to "setup shop" easily in the UK with a market of ~66m people or the "hard" setting up shop in the EU with

This still leaves the question whether it's worth it to "setup shop" easily in the UK with a market of ~66m people or the "hard" setting up shop in the EU with ~500m people. You can't just set up in the UK and then operate in the EU, that's the whole point of the EU...