Hmm... Really big walls?

[NeonKnight]

It was not a true military wall in the sense of what some think, HUGE walls, 30 feet high with Crenelations, etc. It was....a wall. It did an adequate job of keeping those out, but should the 'barbarians' assault on mass, it would have provided little adequate defense. Just like while most believe the Great Wall of China was built to keep the barbarians out, such was not the case at all,as the defensive features, the Crenelations and what not, face INWARDS towards China. As a result the Wall was more a means of keeping invaders IN where they could be pushed back against the wall, rather than keeping them out.

[Ghostman]

It did an adequate job of keeping those out, but should the 'barbarians' assault on mass, it would have provided little adequate defense.

Were Picts (or whatever) to actually assault "on mass" as you say, then the natural response of the Romans would have been to raise an army and meet them in battle. That was something they were rather good at, after all, and had the advantage of overwhelming resources at their disposal. If large-scale, organised assaults were all the Romans had to worry about, they probably wouldn't have bothered building any wall in the first place. But it seems most of the action on the frontier was anything but large-scale, being more about skirmishes and quick raids, far too mobile to be countered with set-piece battles between two armies. The wall was likely a part of a system designed to discourage and hamper such raids.