They need to watch out. If they set a precedence of leaving the UK to try to get the North Sea oil resource for themselves, maybe that example could encourage Orkney, Shetland and the Western Isles to get independence or into a union with another nation, and Scotland then finds itself with less oil than they are claiming/hoping for.
Besides, by the time Scotland decides to ruin itself by opting for independence, the world will be on 'zero oil' and the oil fields not as valued as they once were.