The United Kingdom is a unitary state in which the four countries of England, Northern Ireland, Scotland and Wales are constituent countries of the UK. I believe for official purposes (since monetary transactions do take place here) you are required to be listed as a United Kingdom resident. It's most likely for taxation purposes, but there are probably a few other reasons too.
I can surely understand the want to show patriotism for your country, so in this situation I might suggest that you change your profile Avatar picture to the Scottish flag. At least that way it'll be easily seen on your profile and everyone will know where you are truly representing from. =)
While I would agree with your definition of the UK in priciple, if you look at the Player rankings in any competition, I think you'll find that the players are accorded the names of their respective nations (and, I believe, the flags).
I only wish to reflect my nationality in the game as would be seen within a competition. You can get an example of what I mean here: