When you study in your own country, all the other students in your class speak your language, so you are not obliged to use English. On a language holiday, students come from countries all over the world. On a language holiday you are away from home and can forget the everyday pressures of school or business. Your mind is more relaxed and you can learn more easily. Learning a language is not only about learning words.
Different nations have different cultures.
People think and behave differently. Their language is closely associated with their culture. By visiting and living in a foreign country, you learn really to understand the culture and the people - and so better understand the language.