Membership in the EU is not free. They need to understand how much they will be forking over each year to prop up the bloated EU bureaucracy.
Sturgeon’s party, the Scottish National Party (SNP), is “social-democratic”, so that ought to tell anyone where she’s coming from, and it is not for Scotland’s good by any means. (The CPSU started as the Social Democratic Labor Party of Russia, for those that have not figured out what “social democrats” or “democratic socialists” really are.)
Membership in the EU is not free, and IIRC Scotland had been getting a big share of the handouts.