If I recall correctly, the Legion of Morrowind was pretty much identical to the Legion of Skyrim in terms of equipment, though they had different rank system. It was Oblivion that made the exception here.
The Legion of Skyrim is perhaps better related to Late Imperial era, talking about Rome in 4th and 5th centuries. The situation after Oblivion crisis is an obvious allegory to the Military Anarchy of the 2nd century, with Titus Mede, a petty warlord, capturing the throne and leading his empire by sword. Provinces are abandoned due to lack of resources (compare Britain to Hammerfell), the Legion is less restrictive in its requirements (compare to Foederati) and the Legion seems to be divided into elite troops protecting Cyrodiil (compare to Comintanteses) and lesser, local troops tasked with less important provinces (compare to Limitanei).
If the Legion of Skyrim was more about Marian era, it would for one be much more competent and actually capable of holding the Empire together, instead of struggling to keep even some petty Nord peasants in line. Generals paying troops from their own pockets is something that was the norm for centuries and not just in Rome.
But I do not see any comparison to the Auxilia in Skyrim's Legion, I must say. They would be closer to the Limitanei/Comitanteses in my opinion.