Contrary to popular belief, the Romans got defeated plenty of times on the battlefield. But here's what made Rome different from other empires: They never gave up.
If you wiped out a Roman army, the state simply sent another. If you defeated that one too, then they sent a third army. And another. And another. If for some reason you kept besting them on the battlefield, they burned your crops and homes and killed your livestock, crucified some of your people, and dragged off the rest into slavery. Eventually you gave up because you had to.
This may be one of the reasons why the probably apocryphal story arose about the Roman general Scipio Aemilianus, who was said to have ordered that Rome's legendary enemy, Carthage, should be sowed with salt to ensure nothing would ever again grow there. He's said to have ordered this after the Third Punic War (note this was the third war with Carthage!) in which Rome conquered the city and deposed its ruler. Scipio completely leveled Carthage--mind you, one of the largest cities in the Mediterranean at the time--slaughtered most of its inhabitants, and enslaved 50,000 survivors.
Then, according to Wikipedia: "Rome was determined that the city of Carthage remain in ruins. The Senate dispatched a ten-man commission and Scipio was ordered to carry out further demolitions. A curse was placed on anyone who might attempt to resettle the site in the future. The former site of the city was confiscated as ager publicus, public land."
In time, the Roman emperor Augustus did rebuild Carthage, but as a Roman city.
That being said, the Romans weren't stupid. They understood cost-benefit analysis very well. Carthage was valuable to them, so they deemed it worth the trouble. But if the land you were on wasn't worth conquering (i.e., there was nothing of value for them to farm, mine, loot, or exploit in some way), they simply established a fortified boundary on their side of the world to keep you out and called it done. That's what they did in Britannia with Hadrian's Wall, and on the European continent when they set up fortifications along the Rhine and Danube to keep out Germanic tribes. And it worked. Until the 5th century AD. But that's another story.
Image, top: Painting of The Seige of Carthage by Edward Poytner just before Carthage's destruction by Romans; 1868; Laing Art Gallery, Newcastle upon Tyne, UK; image in the public domain.
Image, above: a historical reenactment of typical Roman persistence. The siege of Numancia, near Soria in present-day Spain, by the Roman Army in 133 BC. The women and children in the top left are probably being led off to slavery. Image via Wikimedia Commons, by Franciscojhh - Own work, CC BY-SA 4.0, https://commons.wikimedia.org/w/index.php?curid=56495256
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