I understand the only evidence for Mons Grapius itself is a single roman source, Tacitus, and as such the very existence of the battle itself is contended, but what is true is that around this time Agricola left Caledonia, and over the proceeding years the Romans removed themselves entirely from the area, building the Antonine and Hadrians wall, and then eventually abandoning the Antonine wall. The question that puzzles me is, if Mons Graupius actually happened, and the Romans were victorious, why would they abandon the area only a few years later? I've heard it suggested that they held the Caledonian grain stores and therefore figured the tribesmen would starve, but if so why leave?! Ive also heard there was nothing there for the Romans to stick around for, but that makes even less sense since the land itself is there, the territory. Obviously something is missing right?
There's certainly more to be told, but you might find elements of answers in The Roman Empire was unbelievably powerful. Why couldn't they conquer Caledonia (Scotland)? ( u/Libertat)
In short : Roman presence in northernmost Britain is attested archeologically. While details are definitely lacking on why and how the region was abandoned, some reasons might have prevailed : the economical/productive underdevellopment in a Roman prespective (notably fiscal), the remoteness and perception of the region as unruly, and the prospect of more interesting conquests or sattelization in Asia.
The Roman defeat at Tapae in 86CE might have played an important role in deciding the abandonment of Caledonia as a decidely too poor and too remote part to hold on, for a potentially too important military cost.