The Picts never halted the Romans. There wasn’t enough of value to make the total conquest worth the money.
The Wall was built by Hadrian (who gave up Roman territory elsewhere, so he could concentrate on what we now call homosexual pedophilia) and the Antonine Wall further north was abandoned.
Geography favored Hadrian’s Wall, and it served as a boundary between the Empire and the lands beyond, such that taxes could be collected for imports and exports.
The Romans were stretched about as far as their empire had ranged during their four centuries of occupation, so yeah, not worth the trouble. As I read somewhere, the whole invasion was largely due to Claudius, emperor at that time, wanting to take Romans’ minds off of domestic issues. Some things just don’t change. And 400 years of Latin-speakers inhabiting the British Isles is why we have so much latin embedded in English, which is Germanic in origin. History is a fascinating thing; I wish I had more time to study it.