The Roman Republic and later the Roman Empire was one of the biggest, most powerful and most respected – or feared – Empires our world has ever seen. Still, the Romans never did conquer the whole of Germania, although they were quite actively trying, at least for some time.
When we ask “Why did they not go for it?”, we must consider two ways of answering it: Either, they failed or they did not want to conquer certain areas of what we now (mostly) call Germany anyway.
One has to keep in mind: Some lands are not worth to be conquered. The Romans were too smart to just conquer other countries because they could. Every military campaign needed to have a possible positive outcome. In other words: why conquer defiant tribes if there were neither resources nor power to be gained?
In fact: conquering any part of any land will cost you, controlling it after conquering it, might cost you more. The truth is, Rome probably conquered as much of Germania as its leaders decided it should conquer. The lands left of the Rhine and in the South of modern-day Germany had the better climate and more resources than the North and the East.
Also, after the Battle of Teutoburg, Rome must have realized that the resistance in the rest of the country would cost them too many men and resources. Could Rome still have conquered the Germanic tribes if they tried? Probably but it would not have been wise to do so.
It’s a lesson you might want to adopt then you play Travian: Don’t dump your resources into a battle you cannot win. Wait it out and try to find allies to back you up.