Well, I'd say your friend's explanation as to why Wales isn't pressing for independence would actually be an argument for Wales to be pushing harder than Scotland, given that Wales had no choice in joining the Union.
I'd suggest that the reason Wales isn't pushing for independence in the same way as Scotland has more to do with economic and social realities than with historical conquests carried out hundreds of years ago.
That, and Wales' nationalism has always been more culturally focused than politically focused.