The pilots in this case did know where they were going. They received instructions from their employer to fly the plane to Edinburgh, they received a flight plan to Edinburgh for that plane, and ATC happily routed their plane along it's flight plan to Edinburgh. Everything matched exactly how it was supposed to, and the pilots did absolutely nothing wrong; they did exactly what they were told to do, as thousands of commercial pilots do every day.
The dispatchers involved could use improvement, though.