They are all significant net financial beneficiaries of the Westminster system they so despise, except possibly for Scotland with North Sea oil and gas. Independence from Westminster for Northern Ireland (not North of Ireland) would open the door to re-unification with Eire which is a big no-no for the Protestants.
From Westminster’s perspective the risk is one of alliances being formed with China or Russia or anyone else that could eventually compromise national security (think port ownership/investment, for example, which morphs into something more sinister). These are tiny countries that can’t afford the welfare cheques let alone a military or diplomatic service.
Pure posturing, but very popular politically when things are going badly for the Kingdom. If they were successful, next up would be Cornish independence and then maybe all sorts of crackpot movements opening old disputes such as Yorkshire/Lancashire. How the migrants would fit into all this, including the Scotland/Wales/NI devolution, is anyone’s guess!