Earlier quoted context omitted.
I think the concept comes from the idea that Scotland, while defined as a "country", is already subservient to the U.K., a situation which clearly does not define the relationship between Canada and any other larger country, and so this is not about "stop being autonomous and come join Canada" but "maybe become part of Canada instead of part of the U.K.". "Scotland's head of state is the monarch of the United Kingdom…
The Queen is the head of state of Canada as well, so that situation wouldn't change: "Canada is a federal parliamentary democracy and a constitutional monarchy, with Queen Elizabeth II being the head of state." https://en.wikipedia.org/wiki/Canada
http://www.heraldscotland.com/news/15037874.Immigration_powe...