So how is this a lore error?
The cabal may be explicitly called an empire, but ever since Quria Blade Transform deduced the sword logic, the Vex have become empyrical as well. Don't even get me started with the Hive.
There have been many more empires than the Roman one as well. Bungie chose to use that aspect of Roman military for the Vex to highlight the function of those units within their cultural context. Just as they use other names to do so for other races like captains for the Fallen.
It's not a lore error in any way. Unless it was explicitly mentioned that the Vex were supposed to be modeled after a different cultural empire, especially the praetorians. But that's not the case.
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Bungie has been historically accurate in their game so I would expect them to follow the pattern of unit naming. And while the Romans adopted many things from the Greeks the praetorians were of Roman design.
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Again, it's not an inaccuracy unless they've explicitly stated that the praetorian Vex units are modeled after Greek military units which they're not. If I'm not mistaken the Vex also borrow Turkish concepts when invoking the Hezen Corrective. The word Hezen having Kurdish roots. Sol , as in the sol progeny etc..., is of course, Latin for sun. Bungie takes from a variety of cultures to create these new races in their world. I think the Cabal are the only culture who reflect one particular culture as faithfully as they do.