Choose your region:
England
Ireland
Scotland
Wales
Wait... I'm from Jersey, Channel Islands, so I'm none of those... Do you put an extra option for "Channel Islands"?
Wait... Maybe I don't want to be lumped in under "Channel Islands" with the people from Sark and Guernsey, they're a bunch of Donkeys and Crows. And don't even get me started on the guys over on Alderney, the Hermites or the Frogs over on Chaussee.
So that's another 6 options there, then you've got the Isle of Man (which is officially separate), Sky, the Scilly Isles... not to mention the many little islands off the coast. So go ahead, be "scottish" rather than "british", but be prepared to spend four hours looking for "scotland" in amongst all the little-known sub-areas.
Hell, when I fill out a form I have to look for Jersey, then Channel Islands, then United Kingdom, and sometimes as far as Great Britain.
The important bit is I'm not English >.>