The deployment of Auxilliaries and Legionaries varied. Certainly in the Flavian period in Britain we have concrete evidence that the Legions were in permenant bases while the Auxilleries were moved around quite a lot. After Constantine the situation reversed but in terms of EB and immidately after I would say the opposite of your statement was true. Legionary bases were static and designed to control key areas, many Legionaries did not see combat for years at a time. By contrast Auxilleries were posted in border regions and constantly sent out on patrol and to deal with local risings.

Remember that the Roman Legionaries were valued far more than their Auxillery bretheren and as such were only employed for major offensives or when the Auxilleries couldn't cut it.