(The first part of this is a side-effect of UK governments since the late 1980s blaming their own unpopular public policies on the EU, aided and abetted by certain elements of the British media who made bank by painting the EU as some kind of continental political supervillain bent on tormenting the UK, rather than a political process the UK had full participation in. One of those most prominent of those journalists being one Boris Johnson ...)
2005, largest party in Scotland was Labour, Labour won the UK election. same for 2001, 1997, 1974 (both elections), 1966, 1964.
Until recently Scotland always voted Labour, and Labour didn't always win. But you could say the same about most Northern English cities, that doesn't mean they should form a new country.