They see the UK state as illegitimate and not to be obeyed but they have absolutely no problem in reaping the benefits of living in the UK, such as access to our healthcare service, which while not perfect is still excellent compared to the rest of the world, fair legal treatment, laws protecting them from oppression and harassment, the freedom to practice their religion and all of the other things that make someone with UK citizenship EXTREMELY lucky and privileged compared to a lot of people all over the world who do not have access to these wonderful things that we sometimes even take for granted.
If they truly wanted to reject the UK state, and live under Islamic law, then not only would they refuse to take part completely and not take advantage of the GREAT things about UK residency, but they would also leave. There are plenty of countries with systems of governance just like the ones they would like to live under.
If you don't like the UK, nobody is forcing you to live here.
Fortunately, not all of the UK is like this, some towns such as Luton are now to be completely avoided, but there are still lovely parts.