"Bagpipes" covers a diverse family of instruments. From the haunting Uilleann Pipes to the slightly-more-dignified-than-a-kazoo Smallpipes to the large, jolly Italian Zampogna Pipes and the Yak Yovidaphone. Really, the Highland Pipes are a bit stereotypical and overrated, to the point where Braveheart had the scene with "outlawed tunes on outlawed pipes" with actors playing Scottish pipes, but the audio was clearly the far more melodious Uilleann Pipes.
@Dan Even that, the bagpipe, or the oldest bagpipe, is from India.
Not even to mention that the Gaelic languages, especially the Scottish is disturbingly similar to Sanskrit, like any other Indo-European language after all, but very remarkable in Scottish Gaelic.
Well, things we'll never know why they are like that.
https://www.youtube.com/watch?v=77CIWNcuzpU