It is both British airspace and Scottish airspace. Scotland is formally a constituent country of the United Kingdom, with it's own devolved government. And while the devolved government does not have responsibility for foreign policy or defence (and several other areas), it does have a legitimate interest in asking questions of the UK government if they feel there is a possibility that what the UK government has allowed is not in the interest of Scotland.

There's very little they can do about it, unless there's an indication that a law has been broken. But there's plenty of room for political point scoring.