Or the threat has to shift dynamically, so that a wall is no longer sufficient.
Unlike Germany or Syria I cannot see the threat shifting dynamically enough. In the case of the Germans there were migrations from farther east. In the case of Syria there was a switch to a more aggressive Persian empire.
In the case of Scotland though, yes the naives did get more aggressive, but they were only part of the problem. There were also the Irish and the German invaders. Taking over Scotland does nothing to block them.
Would stories of large amounts of gold that could just be scooped up by the handfuls work? I'm not suggesting that we go ASB and actually change the amount just the speculation/rumor that tons exists.
There were Medieval gold and silver mines in Scotland so no need to go ASB. However, they are in the south so only a case for holding the Antonine Walls. The Highlands, Western Isles and the Orkneys would continue to be of no value to the Romans.
The wall really wasn't good enough though. That's why Rome had to keep 3 legions stationed in Britain until the 5th century.
And the potential benefit for conquering the whole island would be that if all of Britain is pacified then the Romans can permanently reduce the size of the garrison there. Having 5 or 6 legions in Britain for 10 years is worth it, if that means that for the next 300 years thereafter you only need a single legion on the island. Just consider what happened with the Romans in Spain. Augustus surged a very large force (something like 8 legions plus auxiliaries) into Spain at the beginning of his reign to try and complete the conquest of the Iberian Peninsula. It took 10 years of hard fighting, but at the end of that time the Iberian Peninsula was pacified, and the Romans were thereafter able to steadily draw down their presence there. (By the reign of Nero there was only a single legion still stationed in Spain.)
No evidence that the Romans would think "if we put two more legions in and conquer Scotland we can reduce the total number one in ten years time." Whilst it may have worked for Spain they could not necessarily assume that it would work for Scotland.