There's a big difference between winning the war and actually uniting the kingdoms. The English managed on a number of occasions to overrun Scotland and declare it subject to England, the problem was that there was no appetite at all in Scotland for union, the English lacked the money and men to effectively pacify the country, so all they were ever able to do was occupy Scotland's four major castles and pretend they controlled the land from there. The Scots, meanwhile, waited patiently for their chance and when English backs were metaphorically turned, and the garrisons made a mistake, the Scots would overrun them and slaughter the troops, and England would be back to square one with no control over Scotland and having to invade all over again to restore control.
Honestly, with no Scots willing to support an English occupation, I'm really not sure how you can make annexation stick.