As others have said, it's mostly the costs of running their office(s). So theoretically none of it should be ending up in their pockets, but going on rent, salaries etc.Not that I'm calling you a liar but I'd be interested to see the link to your source of information as I'm surprised that there is not a complete media stink to the tune of "MP's still claiming twice as much as their annual salary in expenses."
Of course, employing friends and family blurs that a bit... (and who do you rent from, buy services from etc. etc). With a half-decent accountant i'm sure you could game the system plenty, just like any other.
Plenty of public websites keep track of MP's accounts, and a lot of them will post them on their official websites in order to be/appear transparent.