It is a matter of tense: "I have never gone to England" means that until now, in the past, I never went to England.
In addition, "I am going" means that at this very moment, I am on my way to England. So if you put "never" next to that, it does not make sense I think.
Just to follow up, I don't know if "I am never going to England" is proper English, but people say that sort of thing all of the time.
Really it implies "I am never going [to go] to England" or "I will never go to England", I guess they would translate to :
"Je ne vais jamais aller en Angleterre"
"Je n'irai jamais en Angleterre"
If that is OK to do in French...