One possible answer is that they didn't really need to defend it because Saxon piracy wasn't that much of a problem.But if it was not a defence, then I`m at a loss to understand how the Romans could have effectively defended the rich Lincolnshire hinterland. Those extensive watery wastes would have aided Saxon pirates to penetrate far inland, not prevented them doing so.
But even if it was, Lincolnshire is one of those places where the Roman roads really are arrow straight. Lincoln was a major town and appears to have avoided much trouble in the Roman period. An undefended large villa at North Greetwell, a few miles out of Lincoln, has plausibly been proposed as the residence of the provincial governor. The county was studded with other small, walled Roman towns (including Caistor, Ancaster and Horncastle) which presumably operated as centres of the pagi. There isn't a lot of evidence of violence at any of them and I'd guess that the good logistics and open country meant that as soon as raiders were spotted, a response could be marshalled pretty quickly. Unless you have a chronic problem, you don't need to build a 70 mile stop line and if you do have a chronic problem, that stop line has to be manned, in which case we'd have evidence of garrisons, towns or whatever