They could but EDI-BRU/AMS-LHR-ORD-LHR-AMS/BRU-EDI is a lot of flying for marginal savings (factoring in the cost of getting to/from either place). The risk of a mis connect is greater and would have to be built in to the travel plans extending the overall time even more. As the primary driver seems to be comfort rather than Miles or TP earning then the case for an ex-EU looks more and more rocky.