One can hardly blame them. I was a unionist during the first referendum simply because I thought we were stronger together and felt that the Scottish made the UK as a whole more liberal (which, to be clear, is a GOOD thing).
But after Brexit one cannot blame or criticise them for wanting to leave. I want to leave too! If their choice is being part of a fairly progressive EU or a conservative/paranoid/racist English-Welsh alliance then they're better off leaving and trying to gain EU membership.
My only concern for Scotland is that they wouldn't be able to gain (re-gain?) EU membership then would be left out on their own for many years. So I definitely think the Scottish leadership needs to better plan out EU entry relative to the last referendum.
With or without Scotland, England is a sinking ship, better that other countries don't tie themselves to her mask as she flounders.