I think that's a bit of an overexaggeration, probably a symptom of the way that the Scottish union was made with Elizabethan consent and thus has gone down in history as "an English decision", at a guess. The point of the matter is, though, that it was common habit for Kings to marry their daughters to foreign rulers and it was pretty much never done for the purposes of engineering, or even encouraging, Personal Unions. It was, very simply, just a way of creating family ties with a foreign ruler that could then be manipulated to stave off war and potentially lead to cooperation, but in the general term simply to make two countries a little bit more amenable to each other. Henry VII had no intention of bringing the Scots into the English succession by marrying Margaret to the King of Scotland. As it was he had two living and healthy sons at the time of Margaret's marriage, whom he expected to grow to adulthood and to father a continuation of the male line. In 95% of scenarios this would happen, and even though 95% isn't 100%, 95% was good enough back then - he had a child a year after Margaret's marriage, too, so he probably expected to make the English succession even more secure by having a third son at some point. In some ways you could argue that his faith in this was fairly defensible and practical anyway, as he was succeeded by not one but four (or if you count Lady Jane Grey, then five) English monarchs before the Scots came to London - that should have been enough time for a fourth generation to be born, and you might argue that if Henry VIII hadn't been so drastic with his wives, he could potentially have had more sons to secure his own succession and the whole thing would never have occurred as it did.
Anyway, the point is - Henry VII never meant Margaret's marriage to James to be a way of setting up a future union. In fact, while he would have set the marriage up to try to drag Scotland out of the French orbit, he probably would have had no interest whatsoever in a Personal Union, and entirely likely he would have viewed the possibility with a great degree of mistrust and apprehension. Throughout history, Personal Unions have been regarded overwhelmingly as negative for the people they affect, and just because a couple of them - this one included - actually worked out in the end, doesn't mean that the logical conclusion is that people wanted them to occur.