This is a common problem with a largely London-centric media, to the extent that a recent poll found that only 27% of Scots believe Holyrood has more influence on the way Scotland is run than Westminster does. In fact, Holyrood has control over all matters not explicitly reserved to Westminster. While that's a fair way from independence, it means Holyrood actually has a pretty big say in how things work up here. However, it's not all the media's fault: the picture is further muddied by the fact that the same political party is in power at both the Scottish and UK levels, and by the unexpectedly frequent use of Sewel motions (translation: the UK parliament's had a good idea, let's just allow it to apply in Scotland too).
Anyway, I suggested to the BBC that it would be useful to have a web control on news pages that indicates, without taking up a lot of screen real estate, which parts of the UK a story applies to. Their reply sounded surprisingly positive, so if it appears at some point in the future, think kindly of me.