I have a personal suspicion - while recognising that I am by no means an expert on the topic and have no real evidence - that that origin story is a reflection of the Proto-Indo-European migrations as viewed through a lens of contact with Rome. The PIE homeland was roughly modern day Ukraine. When Romans show up in Britain and talk to the locals, their empire would have been the first society to have some knowledge of that area that Britons or Gaels had met in… well, forever. If they successfully described the area of the PIE homeland, a Roman with a good knowledge of the geography of the empire and its surroundings during the period of Roman arrival in the isles would say that they were describing Scythia