I think it's because hot air is coming from North Africa/the South of France area and drifting up to us. Plus I think we've got high pressure over us at the moment, so all this warmth just sits over us and doesn't go anywhere. The weather we associate with Autumn (wind, rain, cooler temperatures) usually comes from the west/Atlantic, but this is being blocked by the high pressure over us.
I hope I've got some of the above right but I'm sure OYBBK will correct what I've got wrong!
Hate it, the soon it goes the better. I'm 36+6 pregnant, struggling to breathe and sleep anyway and cursing this heat. Glad everyone else is enjoying it, but I'll be glad when I can snuggle under a blanket again. At least I'm not in work.