Roman Denmark?

I thought the whole of the Low lands across northern Germany up to Denmark was great farming lands?

The whole? Not really. There was big properties, but they produced less than the south.

The great farmlands in Antiquity was more located in Gallia proper, then in Belgia (but less importantly) and continue like this up to the North.

Frisia and western Germania were prosperous less from their own production (that was self-sufficient, but not exportating) than North Sea trade or Baltic trade to Rome.
 
Invading western Germania to create a buffer zone for the rest of the Empire?

I don't know, clutching at straws now.
 
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