Well, the US inherited its commonlaw system from the UK...There aren't that many differences.
Basically, for criminal offenses, there has to be a statute stating the offense, and then there's a whole series of judgments that clarify what the statute means.
Does such a statute exist in Scotland? How separate is Scotland's government from the UK? The US, being federalist, has the US government as superior to state governments, so if there's a US statute prohibiting discrimination against crossdressers, it would apply in every single state, even if a particular state has a statute outlawing such behavior.
Perhaps you should take this up with Lestrade.