Legendary is an irrelevant difficulty level when comparing factions - medium is the only meaningful comparison because it's the only level playing field, it's also the one which models multiplayer most accurately. On legendary difficulty the Romans will be getting a big morale buff which will wipe out the Hunnic debuff. On medium a Roman army facing the Huns starts out in the "shaken" staight and morale only improves as you rout Hunnic units.
There are of course ways to combat this, a better general, legion traits you can assign to buff morale against Nomads, special edits and other things like researching units with an experience bonus. Of course the Huns can also do similar things so you can only mitigate the problem, not eliminate it.
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