The UK is a unitary state. Even if it were a federation, the equivalent to your statement is something like "Ontario and Quebec are separate provinces, and Canada is a federation that includes them". These are by definition subdivisions of a country. Just because the UK has a special definition of the word country that doesn't apply to anything else doesn't make England or Scotland rise to the nationhood that's implied by this word in every other case.

Point of pedantry: federation usually implies a federal government, and the UK is a unitary state.