No indeed! That is an interesting interpretation of the song that simply hadn't occurred to me.

My assumption about the opening line was that she was weeping because she loved Jock and her parents or guardians had vetoed her marrying him. A similar situation existed at the beginning of "Anachie Gordon," where the girl was forced to marry the rich man, then dies of grief, followed by Gordon, who arrives too late and he, too, rolls over and dies. I figured "Jock o' Hazeldean" as a similar situation, except in this case, the young lady refused to be a pawn in someone else's game, took matters into her own hands and crawled out the window.

I shall ponder the matter further.

Don Firth