I am curious as to how strenously these bans were enforced, and if there are any documented cases of a piper being hanged or transported for playing the pipes.

In Scotland, Boswell and Dr. Johnson went to the Highlands and the Hebrides in 1773. Boswell mentions dancing to reels played on the pipes, but doesn't say that there was anything unusual or dangerous about it. These pipes were also being played in the best houses, often by a piper who held his position by hereditary right. He also mentions these facts in his published journal, which he presumably would not have done had he thought he'd have got his hosts into any trouble. The ban was apparently still on the books in 1773 though. In fact, it appears that some people were also wearing some form of kilt, perhaps the Great Kilt, because Dr. Johnson poohpoohed it as an impractical mode of dress.

There is a difference between a law being on the books, and being enforced. There is a law on the books in my city against spitting on the sidewalk, enacted in the days of the flu epidemic, but I would be surprised if anyone has been prosecuted under it for the last fifty years.