My comment was a bit off-handed; but your reply may be a more pithy reason for Hadrian's Wall than troublesome rebels... there was nothing much of value above Hadrian's Wall. Like Arthur's Avalon - just separate the Picts from the real {Roman} world. :^D
Of course the Roman garrisons stationed on Hadrian's Wall may contradict that view.
The Roman army in Britain was often pretty thin, because it was such a quiet province, and the Wall made the frontier easy to guard and made commerce simple to control. Much of the length of the wall is atop natural ridges and other commanding landscape features. Most of the purpose was probably analogous to the British Empire's Great Hedge in India, which was control of commerce. There were at least three other Roman wall systems to define and/or control frontiers -- the limes system in Germany, the long barrier that crosses the landscape a good bit east of Israel, and at least one wall system in northern Africa.