Because from what I know, words with Arabic origins cannot start with the letter S. That is why you add an "i" before it. It is the same in Turkish. "İskoçya" for Scotland, "İsveç" for Sweden, "İskandinav" for Scandinavian etc.
In Portuguese, words cannot start with S + consonant, so we add the vowel E before it. Scotland turns into Escócia. Scandinavian turns Escandinavo. With Sweden, it is different, because W souns like U for us, so we say Suécia.