Interestingly, here's the likely reason for the myth:

http://www.heraldry-scotland.co.uk/lyoncourt.html

As stated on this web page, the Lord Lyon is a real court and can levy fines for violations of royal crests and other heraldry....here's the quote from the page:

"

The misappropriation or unauthorised display of a man's coat of arms is a "real injury" under the Common Law of Scotland.

Accordingly the registered owner of a Scots coat of arms may obtain judicial interdict in Lyon Court against any person depicting his arms against his wishes or to his prejudice. The Crown and the public have also an interest, the former because in Scotland the fees on registration of armorial bearings and pedigrees are payable to H.M. Treasury, and the latter for prevention of fraud through improper assumption of coats of arms because armorial bearings are legal evidence which may be used in cases of succession and identity."