I'd say that, unfortunately, it depends on the Scotsman.
The fact of the matter is that it shouldn't and most of the folk I know would be nothing but welcoming and supportive about it.
I've many many an Englishman with or without Scottish roots who have worn the kilt proudly and did it justice. And just as many Scotsmen who make the kilt look bad.

For what it's worth, you have my blessing, at least.
If anyone gives you any trouble, ask THEM to recite their lineage back to 1810.