yeah retraining=reforming would be quite convenient. This however is sort of a Feature in EB2 afaik, not for romans but for celts, at least to some extent.

Also you don't have to Play as Rome, apart from rome only few factions have so many reformed Units that you'd Train new armies. And only celts sortof get into the same Situation as romans. For Saka rauka and Parthia is more like: Hey guys we can actually Train infantry now, awesome! so you don't replace your armies you just add a few ones that don't exclusively consist of horsearchers^^ It's similar with hayasdan, tho not as extreme.
Carthage, Arche seleukeia, Sweboz, Koinon hellenon, Makedonia and... who ever I forgot mainly just get a few new Units, added to their selection that can help make their armies more diverse/powerfull.