That's because Auxiliaries weren't technically in the legions, a number of Auxiliary Cohorts might be assigned to a legion but they were not technically members of it. There was no equivalent to a legion in terms of Auxiliary organisation, when on campaign they were attached to a legion with a core of legionaries (not so unlike a modern battle group or brigade group within the British army), or they could be organised into smaller than legion sized groups of Auxiliary for the purpose of boarder defence, policing and suppressing the populous ect.

As for the number of Auxiliaries attached to a legion it would likely change with each campaign and each legion. Its seems unlikely that it would ever exceed the number of legionaries I do think it would be in the thousands given that auxiliaries are often described as holding the flanks of an army as well as making up the almost all the cavalry and fulfilling other roles such as messengers and scouts.

Studies in the Auxilia of the Roman Army from Augustus to Trajan is a good read for more.