Why couldn't the Romans conquer Scotland?

Gnaeus Julius Agricola would make a name for himself etched forever in the history books as the Roman who conquered Caledonia. Though he didn't fully seize what we know today as Scotland, his invasion would prove to be a significant event in both Roman and Scottish history for many years after. Governor of Britain and a seasoned military commander, Agricola was a man of a few goals. First, in the late 70s AD, he focused his military efforts on strengthening the Roman grip over Wales. He soon turned to England with the same intentions. But by this point in time, Scotland was yet to succumb to a Roman assault. Thus, Agricola sought to change that fact by launching his own invasion into Caledonia immediately after his successes in Wales and England. At first, the native tribes put up a respectable fight and even launched a nighttime attack on Rome's Legio IX Hispana, although this ambush was broken down by Agricola's order to send in the cavalry for backup. Despite routing the Caledonians in this instance, however, the natives had amassed an army estimated to have contained roughly 30,000 troops. These forces were numerically capable of going toe-to-toe with Agricola's forces of similar manpower, but the Caledonians knew that the Romans would prove superior in an all-out battle. Subsequently, the former attempted to maintain a guerrilla strategy as opposed to fighting a pitched battle. This wish of the Caledonians, nevertheless, would not come true due to Agricola's tactic of capturing Caledonian storehouses and essentially forcing his opponents to either fight or starve to death. Of course, they preferred not to starve. Agricola would come face-to-face with his counterpart, Calgacus, at the Battle of Mons Graupius in 83 AD, as the massive Caledonian force clashed with that of the Romans. While the natives put up a considerable fight once again, the Romans found fairly swift victory as over half of the Caledonian army fled whilst the rest were slain in battle. By now, the Romans had pushed far north into Caledonia, farther than any of the previous governors had ventured to do, but it's speculated that this remarkable success from Agricola may have actually been the exact reason why Emperor Domitian recalled him from Britain in 85 AD, preventing the complete subjugation of the Caledonians, as this would have too greatly overshadowed Domitian's own wins over in Germany. Following Agricola's departure from the British Isles, vast swathes of Roman troops were withdrawn from the Scottish territories as the Romans retreated to a previously established border in response to a need to send forces elsewhere. Crushing defeats in modern-day Transylvania required Rome to shift its focus and, at least for the time being, leave Caledonia alone once more. The Dacian War was on the horizon, and Scotland simply wasn't a high enough priority, especially given how viciously the native tribes continued to fight back. Additionally, there wasn't a very strong motivation for the Romans to risk resources and manpower for Caledonia. Economically, there were potentially some possible benefits due to the availability of certain natural resources throughout the Scottish lands, such as silver and gold. If the Romans could truly subdue the Caledonians, furthermore, there was the potential for taxing a whole new land of people. However, while Scotland did have some untapped resources, it wasn't necessarily rich in them. Nor did it seem likely that the Romans could ever fully subdue the local tribes. This meant that putting more effort into truly conquering Caledonia wouldn't entirely be a lost cause, and could end up being a rewarding one. But it wouldn't be easy, and Rome had to focus elsewhere for the time being. That is, of course, until a new ruler came to the throne and decided to reconsider. Lucius Septimus Severus was the next of the Romans who hoped to wrangle the Caledonians. Over his early years as Emperor of the Roman Empire, in Roman Britain, the unconquered northern tribes were becoming increasingly combative and raids on Roman-controlled territories were beginning to become more and more frequent. The Caledonians were essentially taking advantage of a newly developed weakness in Rome's British defences that had developed after the rebellion of Governor Claudius Albinus against Septimus Severus back in 195 AD. Although Albinus would be dealt with by the Emperor, by the time the troops he'd utilized were sent back to their posts in Britain, massive casualties meant that the Hadrian Wall and general Roman defences were dangerously undermanned. Eventually, in 207 AD, the new governor of Roman Britain, Senecio, sent a letter to the Emperor warning him that the remaining Roman defences may not manage to hold back the Caledonians for much longer. A year later, Septimus Severus and 50,000 men landed on British soil. Upon arrival, the Emperor led his troops up to the Hadrian Wall, where the first priority was to fortify it. Next, Severus moved north to capture the territory between the current border at the Hadrian Wall and the old border of the Antonine Wall, which he did successfully. Now strengthening the new old border, the Emperor had his eyes pointed farther north, looking along a similar path as the one taken by Agricola. Following in his footsteps, however, would not be as simple for Severus as he may have hoped. Despite the sudden arrival, with a mass of troops for what was likely an attempt at a shock and awe campaign, the Caledonians had not been deterred, and still knew better than to face the Romans in any pitched battles. Guerrilla warfare abounded, and the local tribes were remarkably good at it. The Romans quickly took heavy casualties, and the Emperor was forced to re-strategize. Thus, his new plan was a bit tamer. Now, Severus aims to recapture all of the forts Agricola had previously held, and essentially employ a scorched-earth policy everywhere else. Rome's new strategy actually seemed to have somewhat of an effect on the Caledonians, as many of the tribes now proposed peace talks with their invaders in hopes of preventing total destruction of their own land and forces. Severus, however, was not open to such negotiations. He not only wanted the Northern Territories, but he furthermore aimed to see the Caledonians annihilated. By 210 AD, Severus had recalibrated his forces, and a chunk of the army was now under the command of his son, Caracalla, who would lead his own campaign beyond the Antonine Wall. It was around this time, allegedly, Emperor Septimus Severus had ordered the genocide of the local Caledonian tribes, and Caracalla was meant to carry this out. Severus had then plans to join his son with the remainder of the troops so they could more easily annex Scotland in its entirety. The plan, however, would hit a roadblock when the wily ruler fell ill and opted to return for some rest and recuperation. The latter would never happen, though, and Septimus Severus would eventually succumb to his ailment in February of 211 AD, leaving the weight of the invasion now solely on his son and heir to the throne back home. As a result, Caracalla saw no wise reason to remain in Caledonia. He swiftly called off the war and began the journey back to Rome, marking the end of the Empire's notable attempts to capture the Scottish lands. Eventually, due to the lack of Roman interest and efforts, the troops at the northern border were forced to withdraw back to the Hadrian Wall and instead simply uphold the original border of Roman Britain. No one after Severus would truly try to capture Caledonia, and instead the priority remains the manning and defending of the Hadrian border once the Caledonians were capable of launching their raids yet again. And the reason why the Romans were okay with this new arrangement and never returned to Scotland with real conquering efforts can be debated in the details, such as whether terrain played a role or not. But it's undeniable that Caledonia was simply not worth the Roman time, money, and manpower. There weren't enough natural resources, agriculture, or other benefits to make the brutal war with the locals worth continuing, especially when Rome already had to focus on more pressing issues and conflicts, such as the previously mentioned Dacian War. So the short answer to why didn't Rome conquer Scotland is simply that they couldn't.