Why are Italian sausages so different from those in the UK?
I agree with your assessment of the sausages between the UK and Italy, getting decent sausages in the UK is harder, but not impossible. Commercial sausages in the UK tend to be very finely ground, and have rusk or some sort of meal to act as a filler and absorb juices as they are cooked. UK sausages tend to be flavored by herbs, or have apple in them. Italian sausages are generally more coarsely ground so you see distinct pieces of meat and fat throughout, they also have less fillers so they shed more fat when cooked. 

In the UK you get what you pay for with sausages, if you get the cheap store brand stuff you'll get sad tubes of grey paste which will split the second they experience direct heat and spray so much fat the entire barbecue starts on fire. If you shell out a bit more you will get a better product. My advice is to find a good butcher, many make their own sausages in store and they usually have good variety. My local one has quite a few and one is an actual authentic Italian style sausage which is excellent, you mileage may vary but it's worth shopping around.