From what I understand, there were two types of soldiers in the Roman Empire. One consisted of Roman citizens who's supreme commander was a member of the senate. The other type consisted of soldiers from across the empire and were not citizens. Wasn't this a huge risk for the Roman soldiers to be dependent on armies that had no fidelity to the Romans?
Legionaries wouldn't have had much contact with Auxiliaries, auxiliary and regular roman legionaries were separated into different cohorts. On a larger policy scale, Auxiliaries in the Roman Army were given many incentives for loyal service to the Empire. The first and likely most important was the promise of citizenship. If an auxiliary troop completed his 25 years of service faithfully, he would receive full citizenship for himself and all of his children. This was an immense reward, citizenship in the Empire procured numerous benefits to a soldier, such as the right to vote, own land, and get married, as well as run for public office. Although a soldier would serve for 25 years, the guarantee of citizenship for all of his descendants must have been worth it. Auxiliaries also received a stable source of income, which was preferable to the uncertainty of living as a farmer. As well as these incentives to stay loyal, Auxiliaries were commanded and trained by Roman Centurions, although later in the Empire, Auxiliary forces became self commanded and trained. Generally, outsiders looked at the Roman empire with envy, and the guarantee of a place within the empire was an enticing promise to those who would serve it loyally. Hundreds of thousands of auxiliaries served Rome and stayed loyal to the empire due to these incentives.