Why is substitution of halogens to alkanes a chain reaction?
You must realize that the number of atoms created in the first step is smaller than one percent of the whole number of Halogen molecules. So the first reaction produces a tiny amount of HCl and a tiny amount of an alkyl radical. The probability that such a radical touches the second halogen radical is extremely small. It will collide much more frequently another halogen molecule, and produce a new halogenated compound plus a new halogen radical, etc.