For me the bleakness isn't in the architecture or the climate - I'd take a Scottish summer over a Texan one - and nor is it even really with governance. I do think an independent Scotland within the EU would be better - economically, socially - than it is now, absolutely. But I think that would be marginal. Overall I think that living in a place with greater individual freedom just suits me better and even those positive aspects of Scotland's relative social harmony and homogeneity just hit different now.
What I will say - and it gives me absolutely no pleasure (in fact it gives me some pause, given my largely anti-immigrant politics in the US) to say it - is that I feel more comfortable when I go to London than I do when I go to a Morton away game. I don't feel I belong in Kirkcaldy or Govan (the last two away games I was at) and I feel alien to the place. To be clear, this is my hangup and not a failing on their part. But outside of Greenock - and that's entirely and totally due to the family and Morton connection - Scotland just doesn't feel like a place I belong anymore, and that would arguably be even more true if it was in an independent Scotland.
I've gone native. I pledge allegiance to the US flag and I honor the Texas flag*. And although I'll be right behind Scotland at the Euros this summer, if in some incredible, alternate universe event, I was asked to pick up arms for Texas against the UK, I'd almost certainly do it.
*Texas has its own off-brand pledge of allegiance and it is adhered to at old-fashioned public events. "Honor the Texas flag; I pledge allegiance to thee, Texas, one state under God, one and indivisible." As you can see, it's a bit rubbish, but I say it and mean it.