I don't think the comparison is a valid one. Scotland has always been a country in its own right, as with England (once the independent Kingdoms merged into what became a united England, anyway), and as has Wales (despite the annexation by an English King, Wales was not part of England), whereas Illinois, or Michigan, or Colorado, etc, are states within a country not countries in their own right. In the same way, Queensland (Victoria, Tasmania, South Australia, etc) is not a country on its own, but is part of the country of Australia.
I've always seen Scotland the way I see England - a country in its own right, even if part of a larger political entity, with no need to add anything after the country name as said country name clearly defines what is intended.
(I saw nothing in Jim's original post that appeared to be criticism.)