A great many borderers and lowlanders settled in the Appalachians, as previous posts have hinted, yet the region isn't famous for smallpiping. The most popular instrument seems to have been the fiddle.
I suspect that some of the difficulty is that the bagpipes were a diatonic instrument at a time when art music was developing in chromatic directions. There may have been heaps of pipes in folks' luggage, and there may be mention of them in letters and diaries, but they weren't widely appreciated or cultivated. If this is so, and the pipes came on the boat but were simply "hidden", then scholarship might be able to ferret them out.
T.