They don't treat a female courier bad, they only treat the slaves bad like slaves, and that even goes for the male slaves.
Exactly, even if their society is a bit sixist towards female's, even if it's only within the army, it's slaves that are treated badly.
Examples of women not being taken for slavery:
* Jeannie May
* Female Courier
* Primm
Legion has citizens, both male and female.
So Legion lands are safe for women who are citizens.
And hell, as long as a breeder doesn't oppose the Legion I think their life is considerably better than a labour slave.
A labour slave has to work all the time, every day for little food.
A breeder on the other hand, and this is just speculation but it makes sense, they have to be treated better.
Think about it, they need food for two, so they will get more food.
As long as they don't try to make a run for it or oppose Legion they'll likely not have to work a day in their life.
And they won't be physically mishandled as it could hurt the babies, which Legion needs.
It wouldn't make much sense for Legion to treat their breeders horribly as they need the women and their babies.