I’ve never set a game in Scotland in the long term. I’ve based the odd adventure here, often for conventions as they might have players visiting from elsewhere, but no series. I would generally set a real-world game in the US, somewhere else for specific history or ambience, or at least as far away as London. Modern action games need taller buildings than we have so you can leap from roof to roof and throw other people off them, and distance also lets me mess with geography without the players pointing out that the museum is five minutes walk away.
It might also make the fantastical elements stick out too much, I suspect. I know how weird Edinburgh can be, but it doesn’t seem all that weird on a daily basis.
(And in the classic World Of Darkness we also have no cities capable of supporting more than four vampires by Camarilla rules. LARPs routinely divide this by ten or so for obvious reasons. And for that matter, the local werewolves are the Black Spiral Dancers.)
A lot of my fantasy game ideas look like Scotland, though. When they don’t look like New Zealand, of course.
Do you set real-world games where you come from, or actively avoid it?