The Conservative and Unionist Party "staunchly support the maintenance of the United Kingdom, and oppose the independence of any of the countries of the United Kingdom: England, Scotland, Wales or Northern Ireland from it." -
https://en.wikipedia.org/wiki/Conservative_Party_(UK)#Union_policy
It's just one of the tricky questions that Theresa May has to deal with. She has to somehow negotiate a Brexit while keeping the Union together. Almost the first thing she said in her very first speech after becoming PM was: "David Cameron has led a one nation government and it is in that spirit that I also plan to lead. Because not everybody knows this, but the full title of my party is the Conservative and Unionist Party. And that word Unionist is very important to me. It means we believe in the Union. That precious, precious bond between England, Scotland, Wales and Northern Ireland."
So, keeping Scotland as part of the Union is going to be important to her and the Tories generally.