"Why are politicians and political leaders anxious for Scotland to remain in the UK ?"
Is it not obvious that an island or group of island is stronger under one government ? It is still small enough for all to relate to the whole, yet large enough to be more effective.
One may as well ask why a family is keen for all the family members to remain at their home and no go off in a huff seeing if they can make it on their own, and finding they have to join the large gang in the area in order to survive.