Well, of course you wouldn't notice this considering the very area you play the game is under the Legions assault. They're not going to have caravans and stuff around in their enemy's own territory are they? When Romans fought they fought with full force at any cost, thats why it makes sense that you wouldn't see anything good from them as long as they were fighting where you happened to live.
But you don't get a sense that the Legion have anything to offer. At all.