It's one of those statements that is fun to make, but actually isn't true. Norway, for example, is a counter example only 400 miles away. Lesley Riddoch makes the point in her book that we are far more like the Nordic nations than the English, and far more influenced by Nordic egalitarianism than by Anglo-Saxon individualism and greed. That might form the basis of a distinctively different politics and society.
That's an interesting idea, but does it really stand up?
Are you suggesting that there is something 'Nordic' about Scotland that has deep roots in Scottish culture - dating all the way back to the Scottish Enlightenment, perhaps?
If so, I don't think this stands up to scrutiny. In 1955, half of all Scottish voters voted Tory. The country had, since 1945, been involved in a massive project of socialism that had even carried the Tories along with it, and which would survive with broad cross-party agreement until Thatcher.
I see no evidence whatever that these socialist/social democratic decades were more enthusiastically endorsed in Scotland than elsewhere in the UK. Nobody would have understood then the idea that Scots didn't share the English individualism and greed, I don't think.
I suggest, rather, that the divergence has really very shallow roots, that it dates simply from Thatcher, and in that, Scotland is absolutely no different at all from large regions of England in that the ruling ideology was never voted for in those regions. And overall, I would suggest that the Thatcherite project never had majority support in England as a whole. The differences now apparent are not due to some kind of essentialist national characteristics.
I'd go further, in fact, and suggest that the reasons for those emergent qualities that some see as national characteristics are no more or less than social and economic conditions. Scottish socialists are not in any way 'more Scottish' than Scottish tories. However many Scots there are with an egalitarian bent, there are plenty who have none whatsoever - the behaviour of RBS is proof enough of that. I think this way of looking at things and why they happen is dubious at best.
ETA:
Also, I have to say that the problems Scotland faces - inequalities that are reflected in huge social, economic, health and educational gaps between richest and poorest - are nothing like the problems of Scandinavia. Many Scots might aspire to Nordic egalitarianism (many English people would too), but Scotland is nowhere near that kind of society. Pointing to Norway and saying 'we want to be more like them' is fair enough. Pointing to Norway and saying 'we are more like them' seems completely baseless to me. In what way?