It's not an unreasonable legend. Conventional wisdom is that all Indo-Europeans sprang from the steppes of Central Asia. Having it mentioned in a 14th century declaration is pretty fascinating!
Mind you the Declaration is a great document - proclaiming Scottish freedom and saying that while Robert the Bruce is a cool guy if he doesn't turn out to be a good king then he'll be sacked and another one found from somewhere. Which is a fairly novel idea for kings.