I think a distinction needs to be made... There is a lot of comparison between the RTW units and Imperial era Roman units yet the game is pre-empire... We have to accept that the Praetorians refered to are most definately not the Emperor's Praetorian Guard, they do not exist yet... They are the Cohors Praetoria, the body guards of Generals and the elite cohort within a legion (whether this applies after the birth of the empire I have no idea)...
As such I think it is perfectly acceptable for them to built as per the way the game runs now, does this sound reasonable?
As for the Urban Cohorts, I think that the fact that they were rare and a bit mysterious lead CA to use them as the elite Roman unit and I am in favor of limiting where they can be build to reasonably historic locations (much as many of the other factions' elite units are limited), possibly even just Rome for game play reasons...
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