Wales isn't and wasn't a kingdom, the union that formed GB was that of the Kingdom of England and Kingdom of Scotland initially under personal union of King James. The Welsh counties were annexed to England long before that in a similar way to the other counties of Britain.

The geographical state of Wales being birthed now never was a unified Kingdom though it was very briefly conquered by Gwynedd (Northern principality in Wales), only for so much time as it took the English crown to realise and quell the 'rebellion'.

For GB there are about another quarter million people who are subjects of Her Majesty who remain in overseas territories.