...it's a devolved administration of the British State.
Words can be appended to objects in order to make people think about the object differently or wrongly.
It moves understanding of the object in a different direction and therefore towards a new reality.
In this case, the word "Government" applied to something which does not have the powers of an independent Government encourages people to think that the thing actually has the powers of an independent Government.
Scottish Nationalists understand this very well.
They know they can shift the perception of reality, and then the actual physical reality itself, through the manipulation of words.
For example, when they were elected to Holyrood in 2007, Alex Salmond and the SNP started calling the Scottish Executive, the "Scottish Government".
Yet it was not a "Government" because it did not have the independent powers of a Government.
But the SNP wanted it to have the powers of an independent Government and so they started to call it that in order to move understanding, and then physical reality, in that direction.