Unlike the rest of Britain, Scotland was never considered part of the Roman Empire. From AD 71 - AD 213, when the Romans invaded and conquered most of Britain, at no time was even half of Scotland's land mass under Roman control.
I agree with this one...to a point. I do think Arthur would have invited everyone if he could, but I don't think everyone would have been able to attend. For instance, Canada was in the middle of a federal election campaign period at the time, so the Prime Minister had to decline the invitation. Although Canada's Governor General went in the end - and, as head of state, probably mattered more - I think Matthew would have been too tied up in Ottawa to be able to attend.