The unit is supposedly meant to change when your faction builds the highest level of governing building it can, eg. Imperial Palace for Rome.

In export_descr_buildings.txt you'll find the capability upgrade_bodyguard 1 requires factions { barbarian, } under the governors_palace and proconsuls_palace buildings and upgrade_bodyguard 1 under the imperial_palace.

It does appear that this trigger isn't working since I've never seen a late general unit in my Roman campaigns. I've tried re-training, just leaving generals in the city and building other units to try and trigger the upgrade, but nothing seems to work.