Ummm... because that's
illegal! Just like anything else in a legal procedure, you
must tell the truth; if you with hold information, you are committing fraud, and they don't take too kindly to that, no matter what country you're in.
When they find out you're still married, they will deport you, and you will not be able to enter the
UK for a
long period of time. I heard ten years; it could be less or it could be more.
You're better off to get the annulment/divorce now, and spend that large amount of money, just so that you won't jeopardize your chances of entering/staying in the UK.