The Romans realized (three or four times) that there was almost literally nothing of value in all of Caledonia (there was no Scotland, and the Scots didn't arrive from Ireland until the Romans had been gone for over a century), campaigns were expensive, and there were generally other fish to fry. Most of the revenue to support the empire's structure came from a handful of provinces, almost all of them in the east.
Hadrian's Wall was in a better spot, since it mostly runs along the top of a natural ridgeline, minimizing the size of the garrison, which was typically made up of non-Roman auxiliaries under Roman command.
This practice of hired mercenaries from other lands enlisted to fight in their army, pioneered by the Romans, was also deployed by the Ottoman Turks in their ranks of the Janissaries from Eastern Europe.
there was almost literally nothing of value in all of CaledoniaAnd to think, they were walking on peat moss all that time...
There was no Scotch in Scotland................