OK you want a lore reason here you go sir
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im not sourcing all of this, but alot of my info comes from the in game book "The Great War" you should read it!
Here we go
Redguard: In any other Elder Scrolls game this would have been the one to pick, in previous games a large portion of the legion was made of redguards
After the White Gold Concordant,
Spoiler Hammerfell succeded and is no longer a part of the Empire, it is its own nation. They fought of the Thalmor rather than surrender and won
Wood Elf: These guys are part of the Aldmeri dominion, a true wood elf would not be an imperial solider in this game (this comes from the Thalmor in Understone keep in markath, talk to his a bit (if you can stand it) to back this up
Breton: Here is your choice, they come from one of the few peaceful areas of the empire and are loyal citizens
This is known from
Spoiler Ulfic Stormcloak is talking after or before a battle about how the Bretons will not help the rebelion with his Housecarl, his housecarl disses them and Ulfric says that it is understandable as they have been treated well and prospered under the empire or something like that
I hope this helps! You wanted lore answers so there you go
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just highlight the spoilers with your mouse to see them!!!