Well if you read David Mattingly's book he essentially makes the claim that the Romans ran Britannia much like Europeans ran their African colonies as an exploitation colony for it's gold, tin and agricultural wealth. The province itself was rather rebellious compared to most other provinces in the Empire. Yet I've never actually read that they were losing money on occupying Britain, if they were, they probably wouldn't have bothered staying there for 400 years (see the retreat from Dacia, Mesopotamia et al). Nor would they have spent a whacking great amount on money on a big wall designed to delineate the edge of the Roman Empire, which does kinda say 'we're here to stay!'