It's a tax on stupidity. Thank you stupid people for subsidising my opera tickets. 
The prizes are unclaimed because the people are usually
DEAD.
[U]Risk of death compared with winning the lottery[/U]
The chances of dying between Friday and Monday is 1100 times more than that of winning the lottery.
Source of data
UK National Statistics (www.statistics.gov.uk)
What the sources tell us (figures from 2006 but little change in stats due to large sample)
Total number of deaths in the UK per year = 571,911
Total number of deaths in the UK per day = 571,911/365 = 1,567
Population of the UK = 60,587,000
Odds of dying in the UK per day = 1 in (60,587,000/1,567) = 1 in 38,667
Odds of dying over three days (Fri, Sat, Sun) = 1 in 38,667 x 3 = 1 in 12,889
Therefore
Odds of dying in the UK per day = 1 in (60,587,000/1,567) = 1 in 38,667
Odds of dying over three days (Fri, Sat, Sun) = 1 in 38,667 x 3 = 1 in 12,889
Chance of winning the UK National Lottery = 1 in 13,983,816
The chances of dying between Friday and Monday is 1100 times more than that of winning the lottery
Pretty obvious, really, when you think about it for a few minutes, because about 1% of the population of the UK dies every year, and the chance of winning the lottery is so very small.