Because Manchester is a depressing and dreary city.
PS, I follow them but understand why players choose to play in Spain or Italy.
Actually it's not.
After New York, it's my favourite foreign city (yes, far superior to London).
Manchester on the whole is friendly, compact, and has a definite personality. Whilst London has all the touristy sights, culturally Manchester is a much more happening city and one that you can wander around in and simply soak up the vibe. At this time of the year it's great, albeit cold, with the Christmas Markets and so on.
The only negative about it are those pricks that play just outside the city boundaries...
Oh and clearly top-class players have no problem living in Manchester -- just ask David Silva, Yaya Toure, Carl... I mean, Mario Balotelli...