Praetorians are Defenders, Legionaries are Attackers.

If you wish to protect your village you MUST build Praetorians!
Legionaries will not protect your city, they are for attacking and raiding
other citys.

Because of the High Defense that Praetorians have, they are able to fight off larger numbers of attackers, often at a rate of 3 to 1 in your favor.

So if you are being attacked stop trying to defend your village by building Legionaries and start building a real defense using Praetorians!