i'd guess scots are a very small group in the US
I don't know, since Scotland is a fairly small country it wouldn't take very many for them to not be "under-represented" in the US. And if they counted the Scots-Irish, they'd be very well represented.
But the real purpose of the Visa Lottery is to bring in more people from Third World nations, so there are probably few white majority nations that would qualify for that PC, white guilt lottery. Maybe Russia and a few other of the old USSR nations where few could leave for many decades.