The Butterflies as imported as sustainably farmed pupae. None are taken from the wild. As the adult butterflies naturally only live two or three weeks, we arrange continual imports each week to maintain our stock levels. The butterfly pupae alone cost around £12,000 a season, let alone the trained staff and heating bills. On top of this we breed many of our own butterflies (see here). This is why a visit to a butterfly house is as expensive as going out for a meal.
Your money goes to rural people living out in The Philippines and Costa Rica and Ecuador. This is one of few examples where sustainable development helps people nature (as a value is given to the forest if they lose the butterflies) and the normal helps people and nature.
Very occasionally, wild females are caught from the forest to lay eggs in a netted enclosure to start a new population or to prevent inbreeding. This gives the wild forest an economic value, something that few other types of farming do.