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This is a very common question here. I'm including some links to previous threads on this topic from a quick search:
https://www.reddit.com/r/AskHistorians/comments/5zfc9x/why_didnt_rome_conquer_ireland_or_scotland/
https://www.reddit.com/r/AskHistorians/comments/20w7j8/how_close_were_the_romans_to_completely/