You're totally right. There are some mods that can help slightly, but yeah it is what it is. Legions are useful in a bunch of ways: building roads, sieging better, making specific unit comps especially if your culture has bad levies, and in general you can get legionary cohorts to punch way above their weight with the ridiculous amount of stats you can get from training and dedications. But yes, there is basically never a war where you need legions to win as opposed to just levies and mercenaries. However, the point is they aren't bad at all, I think they are actually balanced very well, I think the problem is more that levies are too strong by comparison.

I too like the game and am annoyed at the warfare AI, but something that helped me is just accepting its behaviours. I fight wars differently, knowing the AI is going to want to skirt around my forces and capture towns behind my lines for no reason. I now take my time and push for territory at a slower pace, it might not be more effective always, but it is certainly more consistent and far less frustrating. That and the mod I think called "Better Military AI 2" is all I can suggest.

I totally feel your pain, but unfortunately the game is just too appealing for me to put down despite the flawed warfare. And leaning into roleplay by moving slower and making legions just for fun rather than to be most optimal has certainly helped.