So what kingdoms and united to create England? I'm confused now. Is it anything to do with the wars of the roses or what? 
The main issue is that Scots, the Irish and the Welsh are Celts, while the English are Anglo-Saxons. This is, I believe, the main issue.
Now, there is no doubt that the Scots have benefited from being part of the UK, hence leaving the union, at least from an economic sense, would be a terrible mistake. The only thing the Scots can hope for is for England to leave the EU and use that as a pretext for independence, otherwise is back to the bronze age for Scots.