Interesting question on the first King of England. Maybe they count it that way as they felt that the Scandanavian Kings disrupted their line of continuity? Athelstan was ceretainly King over all the southern English, although his hold on Mercia wasn't super tight. As far as the northern English, he was King, though in a nominal way. Edgar or Edmund may be the first King of all England.

I beleive that the problem lies in the way one defines lordship over a land. William the Conqueror is a good example. He was nominally King over all England, yet his harrying of the north clearly shows that not all of his English inhabitants were happy with his rule. After Athelstan and Edmund' reigns, the varying lands of England were still fairly rebellious, and seemed ready to switch sides. This is a very interesting question that I wish I could add more to. I will do some more research and come up with a better answer.