Why did roman legionnaires marry local women?

They didn't--at least not legally. Only officers were allowed to marry. The average miles was forbidden to be married. That is not to say that they didn't take up with local women or with the camp followers that traveled with the legion, or if stationed at a fort, with the local girls. Any children they might produce were not recognized and considered illegitimate. It was not until late in the empire that this often broken rule was discarded.