4 sq. mm. cable is quite a lot more expensive than 2.5 here -- More than double in some cases. It's also much harder to work with, especially in the cramped boxes that are favored in Britain (boxes for 13A sockets are often only an inch in depth).
A 32A radial circuit with 4mm cable is permitted however, as are 20A radial circuits with 2.5 cable. They are subject to restrictions on the floor area which can be served by each branch circuit:
http://www.tlc-direct.co.uk/Book/6.3.3.htm
