Correct - these are people who have been forced to leave their country, often under horrendous circumstances. There's no "process" for that. An Afghan who is sat there figuring out how to piece his life back together would be well within his rights to think "My uncle used to work with the British armed forces when they were here, so that's where I'll go, maybe they can help me". This is a perfectly logical action to take.
They go to the places where they have some form of connection to find help... and for the vast majority of asylum seekers that is NOT the UK, contrary to popular belief. We take very few.
Edit: Thought I'd add as somebody else has rightly mentioned, many of these people are actually trafficked here with absolutely zero choice in the matter.