Wales is a principality, historically ruled over by the monarch of England and thus a constituent part of the Kingdom of England.

https://en.wikipedia.org/wiki/Kingdom_of_England

England and Wales share a legal system that is distinct from the one in Scotland and NI, which is the only thing I could think would explain that. Wales didn’t have its own parliament until 1998 and was entirely governed by London.

Wasn't Wales annexed by force into England while Scotland joined with England as an act of desperation following an amazingly incompetent attempt at setting up a colony?

Well there were two joinings. In the first one the Scottish King (James VI) took over the English throne after Elizabeth I died.

King James then began to try to create a unified state, merging first the churches. Of course there was then that little Cromwell bustup, but after that James VII of Scotland was on the throne and causing religious grief, his daughter and her Dutch husband then took over.

Wasn't that more like trying to merge the churches - or did I imagine the unique misery of Church of Scotland services at school? :-)