Most definitely not! There are pipe bands all over the world, not just in Scotland. if you look into the history of the Scottish themselves they were a tribe that came from Ireland and they brought their pipes with them. however over the years the instrument evolved into what is now known as the Great Highland pipes ( or in the Irish language píb mhór ). There are many different types of bagpipes from all over the world too, for example the Germans have a variation they call the "doodle sack", my favourite are the traditional Irish pipes known as the uileann pipes (uileann is Irish for elbow because the air is pumped into the bag with your elbow using bellows). I dont know a whole lot though i just play the bagpipes. They are part of ceremonial tradition in the Irish army as well as the Scottish regiments of the British army.
hope that is of some help to you.