I'd guess a few reasons.
UK buys more convertibles than a lot of europe put together. Think this may be weather related as we tend to get cooler summers than Southern Europe so maybe better convertible weather - everyone else wants aircon. I'd somewhat temper this with the amount of soft tops here that I don't see with the top down, despite costing more in the first place and opening with all the effort of pushing a button
There is some poseur factor. There is a fine line between looking good and looking like a knob though. I of course am

They have Alfas.
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Actually just had a colleague return from Dubai. He was chatting to a doctor there who was saying vitamin D deficiency is becoming a problem as everyone goes straight from aircon transport to aircon buildings without actually getting out into any sun.