short answer: they couldn’t get anyone into Westminster, because their supporters were not sufficently concentrated to actually win a constituency, but knew the European Parliament elections were normally quite low turnout (basically no one cared about them) and covered much larger areas (to keep the size of the EU Parliament reasonable), so by concentrating thier efforts of the European Parliament and getting their voter base to turn out, they were able to get elected to positions that both gave them “legitimacy” as duly elected representatives of the British people, and also let them argue against greater European federalism in general, and UK involvement in that federalism in specific, form inside the EU itself.
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