Why was Pan Am Flight 103 flying over Lockerbie?
The direct route you show is actually only a straight line on your map projection. The surface of the Earth is curved and the straight line between London Heathrow and New York JFK looks like this (courtesy of greatcirclemapper.net):


That still does not quite get you over Scotland, but the actual flight path over the Atlantic typically uses a North Atlantic Track. These are routes, which are redefined twice a day to make optimal use of the prevailing enroute winds. Here is one example for such tracks:

(image source)

The entry points to these routes can be quite high north, therefore resulting in an optimum route over Scotland.