There is no historical record that I'm aware of that suggests that this was ever even considered a possibility. It might be worth keeping in mind that the "raiding" period was relatively short. The first recorded raid was in 789 and by 866 the vikings captured York (at the time one of two major cities in England). From that point on the Norse invaders pushed steadily westward and the various minor Kingdoms had enough trouble at home without attempting to launch a retalitory invasion of Scandinavia.

The British also lacked the seafaring tradition of the Scandinavian peoples at the time which would have made retalitory raids or invasion problematic.

Viking Age England by Julian Richards is a great book on the topic if you're interested in further reading material.