They need a Visa to enter Europe and they are not going to be granted one. No airline will accept a passenger without a Visa. Anyone flying in plane loads of illegal immigrants would have their plane confiscated, which would be worth more than they could make from a one way journey full of peasants.
I am guessing that when they fork out the money, they are not aware that their transport will be dangerously overloaded. If they don't get on the boat, they have lost their life savings for nothing, so they take the risk.
There have been a couple of well publicised accidents, but I most illegal crossings are successful.