It's in this YouTube video, which Other Tink found...it's because Britain's greatness rested on her empire, but at the same time Britain's empire was where it was most vulnerable! So there were battles in many parts of Africa, and (in the episode after this one) you learn how the Germans and Turks tried VERY hard to foment rebellion in India, so envious they were of this "jewel in Britain's crown"...!
So, The Christian Science Monitor article I found (May 26, 2014) calls WWI "a cynical clash of empires," rather than all the noble motives soldiers believed they were sacrificing so much for.
Oh, also in this series...capitalism...Kaiser Wilhelm did NOT like capitalism, and wanted to use the war to prevent its spread. However, although I don't really understand how, it seems that WWI actually spread the influence of capitalistic economic systems...oh wait! Maybe that is because the USA emerged from the rubble of WWI as a great power, and we are so totally capitalistic? I have read that around 1922 or so, the center of finance moved from London to New York, and Britain was never so influential again...