I don't think it's because Scottish and London students are less likely to take out a loan as they stay in their respective homelands. You might say that a Scottish student is more likely to stay in Scotland, but English students are also likely to stay in England. If they're not, then they're in Scottish universities taking out a loan in which case they'd be counted. Scottish students are also likely to move out of town since, like England, studying in another city requires moving out.
I think it's just that a lot of Scottish and London Universities have great reputations that people might feel will be worth paying money for, very long histories and have always attracted a certain type of Student. Take St. Andrews reputation, for example.