Well it was clearly a strong option in hindsight!
However, as recently as 2 months ago there were polls giving large leads to remain. I might be wrong but I'm not sure it was even considered as part of the Scots decision making process. We can argue whether that was wise or not until the cows...
I repeat, when the Scots voted to remain in the UK, they wouldn't in their wildest dreams have thought we'd come out of the EU. I don't think it's an outrageous question for them to be asking given the result.
Whether it's in their ultimate interests or not is another matter altogether.
When the Scots voted to stay in the UK, not even the most wildly ambitious Brexiter thought we'd actually vote to come out. I wouldn't have thought it even crossed their minds.