I don’t think all that much amber comes from the Scandinavian peninsula. A fair amount is collected even today in Denmark, but the primary sources for amber were and are to be found on the southern Baltic coast: eastern Germany, Poland and Lithuania. There was a thriving amber trade between this area and the Mediterranean as early as the Bronze Age, if not the Neolithic. (Actually, this raises the interesting question of possible interruptions in the amber trade caused by the Germanic migrations in the first half of the first millennium.)

But even if the old trade routes shifted north away from the Mediterranean, there were plenty of other places in the empire that were closer than Britain. Britain would really only be more favorable than other places for trade with the Scandinavian peninsula proper (i.e. Norway and Sweden). And, of course, amber was a luxury item and would never have had a terribly high volume.

It has occurred to me that I did forget one commodity that the Romans almost certainly traded for out of Ireland and Caledonia: slaves. Britain was a major source for slaves, especially in the first couple of centuries AD, and they can’t have all come from Britannia proper, particularly as it became more and more incorporated into the empire and there were fewer prisoners of war and other captives. Caledonia and Ireland might have been excellent sources of warm bodies.