A few simple reasons why NOT to lose our precious legions:

1) Abundance of information about them means they are some of the only late-game units NOT based on speculation

2) Popularity of Romani and, specifically those nifty legionaries, mean that losing them could hurt EB's "sellability" to new fans. People just like Legionaries more than some random tribe unit only recruitable in some desolate Afghan or Bakrian province. Those legionary skins are just too cool to give up lightly.

3) The fact that few people make it past 125 BC is not a valid arguement. If EB only made units that people were likely to see, by 50 BC there would be such little unit diversity it would make vanilla look like an explosion of color and novelty. Besides, what if EB did other stuff like that? Most people play the Romani, and very few play far-off ones like Saba, Saka, etc, so should we just let them go in favor of more Roman-centric ones?*

4) There are already sooooooo many units in EB, would losing our legionaries, whose value are clear from points 1, 2, and 3, really be worth adding yet another barbarian tribe MIC, or yet another phalanx unit, or yet another random spear-unit or horse archer from the east?

5) The Romans deserve a little something for their hard work conquering the entire Mediteranean, don't they? Why include some irrelevant tribe-unit whose impact on history stretched a grand total of 5 square kilometers when you could include the legionaries who fought and dominated the known world?

I rest my case.