To the Roman mindset, there were three types of foreign countries:
- Places that were worth conquering, and easily conquerable. Such places were conquered and assimilated, one by one. "Friends of Rome" who allowed the conquest to happen without resistance were allowed to pretend to remain autonomous, but everyone knew the autonomy was a sham.
- Places that were worth conquering, but difficult to conquer. If they were heavily-defended neighbours, such places were "the enemy", and involved with perpetual wars for dominance. Carthage and Persia/Parthia/Sassania being the obvious candidates here. If they were not neighbours, then they were largely irrelevant to Rome's ambitions until and unless they became neighbours. Faraway places like India, Axum and China were places that Rome was aware of the existence of (because of trade links), and were obviously valuable targets for conquest, but were simply too far away to conquer.
- Places that were not worth conquering, due to the lack of resources and potential slaves. Scotland, Germany and the Sahara Desert are standout candidates here.
Roman politicians knew the Roman economy was expansion-fuelled, requiring a constant inflow of plunder and slaves, and that meant they needed a large army for defence and expansion of the Empire, but they also knew that a large army, if left idle for too long, would go rogue and either seize control in a coup, or go rampaging and looting some place politically undesirable. So they needed to keep the army constantly occupied with warfare, preferably warfare that involved lots of rampaging and looting. Thus, Rome's crisis under Hadrian: after 3 centuries of continuous expansion across the Mediterranean, they'd finally run out of those worth-conquering-and-easily-conquerable targets.
Don't say "infinitely" when you mean "very"; otherwise, you'll have no word left when you want to talk about something really infinite. - C. S. Lewis