Is it odd if we have no Scots background to use this name?
No, I think it is fine.
I don’t see anything wrong with your using [name]Duncan[/name]… If you love it, you should go for it! A lot of people choose names that don’t reflect their heritage. I know of non-French Juliettes, Rosalies, and Annabelles, non-Greek Larissas, Daphnes, Laurels, and Zoes, non-Welsh Griffins (until I just looked it up, I mistakenly thought it was Irish!), non-Scottish Fionas, etc., and I don’t think twice about their names.
Good luck! 
A number of Scottish names are regularly used outside of [name]Scotland[/name] by non-Scots. They’re some of the most accepted non-English names.
I don’t think you need to be Scottish to use [name]Duncan[/name]- I didn’t even realize that it’s a Scottish name. I know of one little boy named [name]Duncan[/name], and I don’t think his parents are Scottish.
No it’s not strange. I have a cousin-in-law who was born an raised in [name]Texas[/name] and she named her son [name]Duncan[/name]. I like it and it fits him prefectly.