Mammoth and Rhino in Ancient Scotland

The main thrust of the article from The Scotsman is that human settlements dating to 14,000 years ago have been unearthed in Scotland - the oldest yet. But what stood out, for me, was this sentence:

This was a time when nomadic humans hunted giant elk and reindeer using bows and arrows, and when mammoth and rhino also roamed the land.

This is not new information, but is a reminder of how very different our world was not so long ago. Not only did we have megafauna that went extinct during the last cataclysm, we had species living a long way from where they live now. Why were there rhinos in Scotland at the tail-end of the ice age?