And if they want to take part in any competitions at all they have to abide by the law of the land.
There is nothing wrong with internal SFA tribunals and the CAAS (and indeed the courts encourage parties to use such routes), but the ultimate arbiter of any dispute in Scotland is the court system. The SFA cannot legally deny their members access to that.
FIFA and EUFA are not above national and international law, as some of their officials have found to their cost.