Iceland, even with some forests, has literally nothing of interest from a Roman POV.Rome conquers the rest of the British Isles so that they don't have to keep all those legions there. Iceland is inevitably discovered and is settled not just by wondering monks, but by a mix of Roman landowners salivating at the idea of empty land that's safe from any would-be raiders (Iceland at the time had 25% forests, as opposed to just 1% today) and veterans who either get the short end of the stick when t comes to land grants or who prefer to live out their retirement in peace and not have to worry about conflict tearing up their farms.
Rome was generally not into the "colonizing previously unpopulated places" business (not that they really found any IOTL, at least not any they went to on a constant basis) and they'd need change something about their modes of conquest and control in order to do so. Which is conceivable, but has to be addressed.