O'RLY?bollocks - only romans could be legionaries, 'conquered nations' could serve as auxiliarii; mostly specialist stuff like cavalry - the romans were infantry (+ specialists in siege warfare) and hired anything else, like a greek navy and a 'whoever' cav.
https://www.quora.com/Ancient-Rome-...s-aspired-to-be-Roman-during-the-Roman-empire
From the above:
...the first non-Roman Roman emperor was the Spaniard Trajan in 98, and in the next century there were emperors from Libya, Gaul, North Africa, Syria and the Balkans. If you wanted to be rich and powerful it made sense to dress, talk and act like a Roman: not only was that the language of power, it was also the only thing that the hundreds of different cultures in the empire had in common.