I think it's also a question of what 'conquering' a place meant to the Romans - there were plenty of Roman camps in Scotland, so it wasn't the case that they simply couldn't or didn't want to send troops that far. Roman 'conquest' essentially meant taking over the towns and apparatus of state that already existed, and in some places founding new colonies to create one afresh. Their narrative, if you like, was that their empire was made up of towns, which were the important things, through which everything was done, but you might equally have argued that it was made up of towns because that was all they could meaningfully control. In most of the Greek world, I doubt that 90% of people even noticed the Romans coming in, and certainly the mechanics and personalities of local government rarely changed. That model didn't work in places without urban centres - which, I think, is a major part of the reason why their expansion stopped at the point where people stopped living in lootable towns. After all, the main motivator for conquest was the glory of it, so as long as there were slaves and movable property to bring home and parade through the streets, it didn't really matter how 'useful' or 'necessary' a war was.
Thanks a lot, no better explanation required.