The UK market maybe not, but the UK could make a truckload of money selling their wind power to France to aid their old, barely running NPPs.
Building any new transmission line through densely-populated England is extremely expensive. Even if you can secure the necessary land and wayleaves, nobody wants them running near their house and spoiling the views, so significant segments have to run underground in tunnels, greatly increasing costs.
Besides, the UK is not that small when linking England and Scotland. The proposed Eastern Green Link 2 (EGL2) is 440 km long: there are many existing HVDC connections much shorter than that around the world!