I don't have direct experience of this, but I don't think what you say is categorically true. It may be true in certain instances, for certain agencies and certain models, and those certain instances may outnumber those where it is not permitted, but I would caution the OP to check this carefully before agreeing the rental (all agencies publish this on their websites). No one is going to stop you, of course, that's not the job of the Border Force in the UK, but you may find insurance coverage invalidated, and/or a hefty fine if the vehicle has a tracker system fitted and the agency decides to look.

Nevertheless, as you say, driving to Scotland is completely bonkers, even if you are in the UK already!