There are several factors that have led to Scotland's continuous membership in the United Kingdom (or Great Britain, depending on the period).

First, it is inaccurate to say that Scotland 'never became independent'. The general historical consensus is that the kingdom of Scotland came into being under Kenneth McAlpin in the ninth century CE. Scotland maintained its independence until the late thirteenth century when there was a bit of a dynastic crisis after the death of Alexander III (d. 1286) and of his heir, the Maid of Norway. It should be noted that, at this time, the Anglo-Norman influence on the kings of Scotland and the royal court was strong and although the kingdom was politically independent, many nobles and members of the royal family were adopting aspects of "English" culture.

It may interest you to know that Scotland did, in fact, fight for and win its independence from the English. In the wake of that dynastic crisis, Edward I more or less bullied his way into a position of power over the Scots. In the late thirteenth and early fourteenth centuries, the Scots fought back in a series of wars known as the Wars of Scottish Independence.

The first war took place between 1296 and 1328. The second was fought between 1332 and 1357. The Scots emerged victorious at the end of both wars and the wars may be considered by some to have been fought more in the spirit of fending off English domination as opposed to revolting outright. Although, in some places along the border, particularly Berwick, the wars certainly had a revolutionary character.

So, after 1357, Scotland persisted as an independent kingdom. This changed in 1603, but not because of colonisation as was the case in Africa and elsewhere in the early modern and modern British empire. In 1603, James VI of Scotland, as the next in line for the throne, became James I of England, upped stakes and moved his court to London. The Union of the Crowns (but not the parliaments) was issued three years later and formally consolidated Scotland and England into Great Britain. (Ireland was brought into the mix as part of the United Kingdom in 1707 and that's where I start to become a bit useless because my forté is medieval and (very) early modern Scotland).

Now, where Outlander is concerned, it might be nice to have my friend and colleague /u/historiagrephour pop in to explain (as they say to me all the time) why Outlander is "garbage television" where its characterisation of the Jacobite Rebellions are concerned. I'll do my best, though.

There were two risings in the late seventeenth century but the most famous ones are the '15 and the '45, which occurred in the eighteenth century. Outlander is working its way up to the '45. While the show presents the conflict as Scots vs English, this was not exactly the case. The Jacobites wanted to put James VII of Scotland and II of England (a Catholic monarch) on the British throne after the Stuarts had been deposed in 1688 and replaced by William of Orange and Mary (Protestants). Although much of their dissatisfaction with the current monarch might have been expressed as anti-English, the core issue was about the people sitting on the throne, not about nationalities or sovereignty.

Moreover, this was definitely a #notallscots situation. Since 1560, most Lowland Scots were Protestant and probably didn't give a flying you-know-what about who was on the throne because they were more concerned with eking out a living. And remember that much of what you see in Outlander is taking place in the Highlands (predominately Catholic) and not in the Lowlands or in Edinburgh - the political and religious mood was a bit different, especially because the presence of the redcoats was a direct response to the 1715 Rising. It wasn't this bad everywhere, only in the places where the English had good reason to suspect militant and treasonous Catholics might be brewing up trouble, and only on occasion. Yes, things could get nasty and certainly some jerks in the British army took advantage of their position, but Outlander definitely plays up the "nasty English" vs "virtuous and noble Scots" mythology. From the position of the English and, indeed, many Scots, any unpleasantness was carried out for the purpose of putting down a dangerous, minority political faction.

Beyond this, I'm not particularly qualified to comment on modern politics. However, what all this boils down to is that the Scottish and English crowns were united fairly naturally and without any military conflict by 1606. The Jacobite Rebellions were not attempted to gain independence, but to solve an issue of succession. Since then, most moves toward independence have simply failed as a result of popular disinterest or apathy. Scotland has held several referendums and they continue to fail - but explanations of that are better handled by someone with experience in modern political history.

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Sources

Woolf, Alex. From Pictland to Alba, 789-1070. Edinburgh: Edinburgh University Press, 2007.

Brown, Michael. The Wars of Scotland, 1214-1371. Edinburgh: Edinburgh University Press, 2004.

Lenman, Bruce. The Jacobite Risings in Britain 1689-1746. London: Eyre Methuen, 1980.

Further Reading

Cameron, Ewan A. Impaled Upon a Thistle: Scotland since 1880. Edinburgh: Edinburgh University Press, 2010.