The Legion doesn't enslave every female outright. They enslave tribal females, but leave towns generally alone.
History shows that if an army comes to your town, especially a Roman army, it's better to billet them and sign a treaty of vassalage with them and the army fucks off. And if there's anything Rome loved, it was making treaties. Caesar would know this. He would know that every empire adopted this general custom because full on permanent war with civilized folk is a draining exercise that is futile. Legion builds up a reputation defeating tribals, the towns cower. Any town stupid enough to resist anyway is burned to show that the Legion will throw down if necessary. Like what happened to Siri's town in NM.
So the towns have women and the women are seen as sub-human and inferior, and might be abused, and a more cocky officer might enslave one or two, or farms and hamlets might see their women go, but a town outright with a treaty would probably still have their women free. We also hear that the Legion has a sort of Vestal Virgin knockoff that raises, trains, and heals the Legion in their major centers of Flagstaff and Tuscon, while they're technically slaves to the state, they are not personal slaves outright, you dig?
A lot of this is extrapolation from written, and not seen canon, of course, but it points to a more fleshed out and pragmatic Legion than a lol-so-evul faction. In NV, we see an army and their special forces. They're brutal. They're not the administrators or the managers. They don't care about more civic matters, they're here to win. That's why they'll burn Nipton and Searchlight and attack mercilessly on Novac and Vegas. They cool down by Primm and Goodsprings, though.
Further extrapolation: Legion doesn't own a lot of territory to begin with. Flagstaff, Tuscon, Phoenix, and Denver. Towns on the roads in between. The Grand Canyon and Lake Mead and the River Colorado there down to Bullshead City and maybe Needles are the front line. We know the Legion doesn't really control Utah because the White Legs are there, the Grand Staircase, which is closer to the crossroad borders of the four-state commonwealth, is seen as safe by Daniel, and the New Canaanites and 88s are around. It is, however, under their influence due to the White Legs. Colorado is probably the same with a tenuous Legion link to Denver. They most likely have Albuguerque. And probably Las Vegas, New Mexico, too. Just out of spite.
This is why I'm still hoping for a El Paso game. Legion coming from the North, Lone Star Republic from the East. El Paso could be its own thing, juggling the cons and benefit of both while Legion and Lone Star/Texas fight right outside. But I'm digressing.
Legion Territory: Safe, probably linked by roads and forts on the roads and not much else. Interior probably cleared out and patrolled some times but basically unheld. Sterile. Sort of bleak in that sense but maybe for the Wasteland a heaven.