The Romans never bothered to finish up in Caledonia (Roman-era Scotland was Scot-Free) because there was nothing of much value, the climate may not have been to their liking, and there were bigger priorities on the continent. There are various anachronistic modern nationalist myths about resistance to the Romans, generally found in lands that have had two or three new owners since Rome was a going concern in those areas.
Please explain the purpose of the Hadrian and Antonine Walls.