They flew to London to join a jihad group "responsible for several terrorist attacks against the United States." Apparently they had no trouble getting in to the U.K. The British authorities are only interested in keeping out foes of jihad, not jihadis.
"New York Man Arrested in Terrorism Case," from the Associated Press, October 18 (thanks to Lookmann):
A 25-year-old New York man has been arrested on charges he tried to join an al-Qaida-related organization and conspired to commit murders overseas.
Authorities say Marcos Alonso Zea was arrested Friday at his home in Brentwood, on Long Island.
He is being held for arraignment in federal court. It isn't clear who would represent him.
He's charged with conspiracy to commit murder in a foreign country, attempting to support terrorists and al-Qaida in the Arabian Peninsula, and obstruction of justice.
Federal prosecutors accuse Zea of planning to travel overseas to wage violent jihad on the perceived enemies of Islam, including the secular government in Yemen.
They say he flew to London en route to Yemen in January to join a group responsible for several terrorist attacks against the United States.