Polls suggest otherwise — it looks like the majority of Scots would now vote for an out vote in the event of a Brexit. You are right that they have no economic case, but this, like the Brexit referendum is about emotions, not economics - and these are not rational (or even at times correct)
The economics still play a huge part in this debate. Britain is a net contributor to the EU, Scotland is not a net contributor to the UK. If they had another poll after a Brexit they’d still lose, probably by a larger margin because their economic non arguments would destroy them.