Because each Roman Emperor wanted to go down in history as having extended the Roman Empire by conquering a new place. Because "Brittania" produced tin which was exported to other countries, and the Romans wanted to control the mines. Or perhaps it was just because they could. Julius Caesar tried in 55 B.C., but couldn't make his invasion "stick", so pride meant he had to come back the next year, 54 B.C., and make a more successful invasion.
caesar also knew it would boost his reputation beyond measure if he could return having subdued britain. it was one of the reasons he was named emperor IIRC.
The Romans did not invade or otherwise visit England, because England did not exist until the Saxons etc arrived several hundred years later.
The place the Romans came to was Britain.
Claudius I invaded Britannia because support was being given to rebelious Gauls of Belgae by their cousins in Britain.
As a side note the invasion also consolidated his position with the army and made him more popular at home.