Probably, still, while Grampians are no Hindu Kush, we are talking about a mountainous, cold, remote country, which would probably mutiny a few times if it could.
In other words, not really different from Britannia itself, or Northern Gallia, or western Iberia, or Dacia, which all were logistically-poor, underdeveloped lands peripheral to the Mediterranean core of the Empire, with restive native population which rebelled a few times before Romanization set in.
I agree, if they really wanted to, they probaly would be able to pacify it, and in the end, some roman historian woud say "well, it's good Claudius/someone else took that worthless land after all, those Picts would be a thorn in our side and we would have to keep much more than one legion in Britannia". But, as you said, it would be after a few generations.
Indeed, and judging from the pattern of assimilation of other successful similar conquests, if Romans can entrench for 1-2 generations, they have won the land for good.
Unless Rome is way more stable, it's not that easy to exclude a situation where the highlanders mutiny and the emperor is busy somewhere else.
From conquest of Britannia to the third century crisis, Rome was way sufficiently stable to engage the conquest and assimilation of Caledonia, if the strategic decision is made. Submitting the highlanders is not going to be more taxing than conquering Dacia, probably less so.
Those 2 legions in the western part of the isle, they don't look like they guard it from the north. And it's many years after the conquest of Britannia. It could be the Irish Boat People that were needed to be fended off, but from what i recall, some parts of that island were just restless, event that many years after it's conquest.
Given that Britannia was an island, leaving some kind of garrison in it would be strategic good sense. In my knowledge, with the partial exception of Jews, there were no nationalist-separatist "native" rebellions in Roman provinces since 1-2 generations after conquest. Wales was no exception, even if indeed Romanization was rather less efficient there than in Roman England. However, revolts that occurred after that initial period were military coups, dynastic wars, not separatist ones.
And the pictish highlanders would be even worse. I'm not saying they couldn't conquer it, but even for some time after they did it would require investments, and determination they would lack. Maybe they really were right staying behind that wall?
Let's take the example of Wales: first Roman inroad in 48 CE, last native resistance in 78 CE. Are you seriously saying that early Rome can't spare 20-30 years of effort at pacifying Caledonia, and three centuries of expenses at manning and maintaining the wall were better ???
As for Germannia, after Teutoburg Romans are not going to conquer the place unless some man from the future comes and tells them they will really, really, REALLY regret it in 300 years. It had no cities, low population, was unsuitable for their agriculture, cold, full of angry Germanics. But they could get it at their first attempt and never go back.
In other words, it was not radically different from large swaths of pre-Roman Iberia or Gallia, and wholly similar to pre-Roman Britannia. Yet they conquered, kept, and developed to good use all of them. As you say, Teutoburg critically broke the ongoing momentum at conquest of Germania. If we change that event into a victory or butterfly it away, and make the conquest of Germania a relatively uniform string of victories like Gallia or Britannia, the momentum is unbroken, Germania is gained and in a few decades pacified. Afterwards, it shall not staty the way it was before the legions came in. It had valuable resources (iron, amber), and Roman conquest all but ensures the timely discovery of those technologies (heavy plough, horse collar) that allow to make them almost as productive for Roman agriculture as the Mediterranean lands (they were discoveried soon after the Carolingian conquest, in conditions much less optimal to progress). The pacified native population and Roman colonists (typically discharged veterans) would be settled in and would substantially grow, cities would be founded, roads built and canals dug. By the time the Huns would show up, Romanized Germania would not be really different from High Middle Ages Germany, and would be a substantial asset to the Empire, demographically and economically, not just for the better borders and turning hostile barbarians into loyal subjects (which would already be an asset of immense value).