It changes the pronounciation of the word entirely and ressembles in no way the "Legion" pronounciation. It's kinda hard to explain, but in french, the "-on" sound is a special one in which the "N" isn't really pronounciated. Adding an E completely changes the dynamic of it and wouldn't ever happen in regular speech.
It's the name of your faction as well, and it would prevent potential widespread confusion if you'd at least write the name correctly.
I'm not picky because it's French, I'm picky because it's the name of your faction.