I believe King James I and Henry VIII killed a ton of Catholics when they were bringing up the Protestant faith. Of course, when Henry's daughter, Mary became Queen, she killed a ton of Protestants. I read that it was one of the bloodiest cleansing years in England. Then when Mary died, her half sister, Elizabeth was next in line, Queen Elizabeth was Protestant and I'm sure she got rid of a lot of Catholics. Elizabeth was one of the longest reigning queens so it is only natural that there is a large Protestant community in the UK.
FYI: Queen Elizabeth is the daughter of Anne Boleyn. Anne was the wife whom Henry converted from Catholic to Protestant for because the Catholic church would not annul his marriage to his first wife, Queen Catherine. Of course, later on, Anne was beheaded when she was found guilty of cheating.