If I understand correctly, the SNP wants to leave the United Kingdom... and rejoin the European Union. Seems like it would defeat the purpose.
If it was a simple gain I could understand that, but this is gain 100% and immediately turn around and surrender a big chunk of that to someone else.
Scotland voted pretty strongly to remain within the EU.
The reasoning behind leaving the UK is that we keep on voting in conservatives who do not give a shit about/properly fund anything outside of England. EU/UK membership are two completely different things.
edit: I'd also add that it is a terrible idea to give them the vote to leave again. It has been 6-7 years, and it's not like there's going to be a vote to rejoin every 6-7 years so ?????
The whole argument about "but people want x now so we should have another vote" is a bad one, it doesn't really work in practice.
-insert laughing meme here-