UKFA
Banned
You'd need a very enlightened King to go for that. The moment the Scots feel their rights are being infringed, you're going to get another rebellion and war for independence.
The idea of 'the Scots' as one homogeneous entity is a modern conception, at the time there had been battles we regard as 'Scotland vs England' but Scotland was also rife with local rivalries and allegiances etc. The lowlands for the most part spoke Scots English and were largely Norman and Anglo-Saxon so it would be easier to unite them with England with an early POD, and then to conquer the gaelic-speaking Highlands and Islands. Perhaps if the Romans conquer further north and for a longer period the geography and concept of Caledonia is changed, moving further north and thus more easily assimilated or intimidated into a Union.