They did, multiple times (Valentinian did one in the 360s, for example). However, Germania was too poor and backwards for a proper Roman occupation to be profitable (too many forests, too few proto-cities), and so the empire at first preferred to play the German tribes one against each other, with the occasional raids andpunitive expeditions. Later, things got out of hand, but at that point the empire couldn't have conquered the Rhine permanently even if it tried