It is important to note right from the outset, no fragment of any Greek or Roman world map survives. Anyone who says anything specific about the content of Greek or Roman world maps is speculating on the basis of very scant evidence. To illustrate how little we know, we can take as an example the famous Agrippa 'map' mentioned by Pliny (Natural History 3.3.17):

[Agrippa] proposed to place before the eyes of the world a survey of that world

[Agrippa] orbem terrarum orbi spectandum propositurus esset

There is no agreement about any feature of this 'map', and every point rests essentially on pure speculation. It has been described as a globe, a painting, a mosaic and an engraving; it's shape has been described as circular, oval and rectangular; it is asserted to be 6-10 meters, 9-18 meters, 24-12 meters and 4.5-75 meters; it has been oriented north, south and east; finally, it has been compared with the Peutinger Table, the Cotton World map (or perhaps the source of the Tournai maps) and the Portolan charts.

Besides all this disagreement about what it looked like, it may not be a map at all, but simply a larger illustration with some geographical details on it.

So with that in mind, it would be wholly unsurprising if Roman maps omitted Scotland, not for the sake of intentionally removing it, but simply because Roman geography was focused primarily on continental geography. The islands of the ocean are usually discussed, but beyond Britain, the presentation of the northern islands in the geographical work of even near contemporaries like Pliny, Strabo, and Pomponius Mela is vague and often contradictory. Furthermore, since Scotland is not a separate island, and no such political division between England and Scotland existed in the Ancient world, there is no reason to list or depict it as a separate part of Britain. Indeed, of these three, Pliny is the only one to mention Scotland at all in his description of Britain and he simply notes that:

It is barely thirty years since any extensive knowledge of [Britain] was gained by the successes of the Roman arms, and even as yet they have not penetrated beyond the vicinity of the Caledonian forest. (NH 4.16.102)

Finally, even if they wished to depict it, Roman authors had relatively little knowledge of the extent of Britain to the north. For example, our examples describe Ireland as being of a roughly similar size:

the breadth of Hibernia is the same, but that its length is less by 200 miles. (Pliny, ibid.)

Besides some small islands round about Britain, there is also a large island, Ierne, which stretches parallel to Britain on the north, its breadth being greater than its length. Concerning this island I have nothing certain to tell, except that its inhabitants are more savage than the Britons... (Strabo, Geographia 4.5.4)

On the far side of Britain, Iuverna [Ireland] is more or less equal in area, but it is oblong with equally extended lateral coastlines. (Pomponius Mela, De chorographia 3.53)

Indeed, roughly 200 years later, Solinus is still unclear on Britain's extent and famously describes it as like another world:

The edge of the world was the coast of the Gallic shore, except that the island of Britain, whatever size it may be, deserves to be called almost another world. It is 800 miles long or more, so long as we measure it all the way to the apex of Scotland.'

Finis erat orbis ora Gallici litoris, nisi Brittania insula non qualibet amplitudine nomen paene orbis alterius mereretur: octingenta enim et amplius milia passuum longa detinet, ita ut eam in Calidonicum usque angulum metiamur. (Collectanea rerum memorabilium 22.1)

(Note that the non qualibet amplitudine is an exceptionally obscure phrase, often translated as: 'on account of its great size'.)

All that being said, we may end with one final, somewhat more speculative point. If we take the Peutinger Table to accurately reflect Roman geography (and that's not a trivial 'if'), we may note that it's geography essentially ends at the end of the Roman empire. Now this doesn't affect Scotland (Caledonia) but northern Europe is another matter. The two rivers that run across the north of the map, at least across Europe on the left, are the Rhine and Danube. There is no geography 'north' of either.

Edit: Just slowly removing all the typos...