They've held the CC at Wembley for like 100 years, basically since it was built. There is always talk about leaving it because well its really hard to get too and not exactly down the road. However the history and tradition lot win out. There was a good argument in the 90s when they were talking about knocking wembley down and building the new one that it should be out of London that never worked out.
Magic round is actually a sham, yes they sell more tickets however people only watch their own team. They arrive watch their team and leave, very very few actually stay for the full weekend or even a full day.
RFL couldn't run a bath.