I would be more surprised if the MPs did wear kilts.

In Scotland as is oft mentioned here the kilt is tradtionally worn seldom, except to special events, but generally is kept for best ( excluding the Tartan Army).
The kilt could well be thought of a traditional Highland garment, rather than a (generic) Scottish one, and not all MPs are from the Highlands!

I don't imagine for a moment that there is any political reason for wearing or not wearing a kilt, it's simply one of personal choice