As an EU student how come I have to apply for student loan in the UK after my course has started?
Because you could receive the money and go back to your own country. They need to make sure you are living here and attending the Uni.
IF you are eligible to apply for any student loan, it would be for future school terms. Pay your first year in full in advance from your own funds. With Brexit coming up soon, make sure you will continue to be eligible as a citizen of an EU-member country. You might not be. When studying abroad, always plan on having sufficient funds of your own for all school + living expenses + return transportation to country of citizenship. You might not get any financial aid in the future (even if you do qualify to apply), and you are unlikely to find any work, if part-time work is allowed at all (most foreign students where allowed limited work never find any job). If you run out of money, you return home immediately.