That's a complicated question. As with many such issues, the problem is in finding evidence. We can see what the Romans did on their borders: we have found records, archaeologists have dug up the physical remains, there are some sources talking about these things. But we can't prove why they did it. Was there a plan about the organisation of the borders? Was there a frontier policy? It's hard to be sure.

Did the rivers Rhine and Danube become the borders of the empire because they were natural barriers, or because they were natural transportation routes? Probably the latter. Supply and logistics were crucial factors in determining where a large military presence was viable or not.

This thread has a lot of discussion on the subject of Roman grand strategy, including a post by u/Tiako and a link posted by u/Polybios to a discussion about whether the Roman empire's expansion was planned, whilst I have a post there talking about Luttwak and his critics. (Luttwak being the guy who wrote a influential book in the 70s that claimed the emperors did have such a consistent border policy, but most historians reject his views. He was actually a NATO strategist and is accused of projecting much of his modern views on antiquity, but did give a lot of impetus to the debate.)