I do have to agree that my acrylic cheapie low-yardage kilt is a tad more comfortable for banging around in. Which is why I use it for hiking and such. But it's no replacement for a traditional wool kilt.

I have a 30+ year old MacDonald which feels like sandpaper
Hmm, it sounds like it needs some maintenance. A new wool kilt feels very soft. Over time, with washing and such, the wool loses its lanolin and becomes bristly and rough as you describe. I'm sure I've read of ways to restore the lanolin to the wool and make it softer. I have an old tweed jacket that probably needs this treatment as well.

It'll probably never feel as soft as when it was newly woven, or be as soft as acrylic, but there can be hope for it.