Live fire Training is absolutely nuts. If I always had that as my starting continent bonus, I'd probably be more inclined to play Legend. The difference between having it and not (and instead having some shit like "Vests are crafted instantly") is huge.
Another bonus I found that's very significant on Legend but not really important on lower difficulties is the skirmisher shredding bonus, that makes all shredding attacks remove 1 additional armor. It means that right from the get-go, a single grenade or shredder attack will take off all the Chosen's armor. That's huge against say, the Warlock, since you're having to equip Mind Shields on everyone and only grenadiers will have a single grenade to use until you build Predator armor. It's also really great if the Chosen has Blast Shield, since you'd rather not spend a second action taking off the 2nd point of armor with a grenade that does zero damage - 1 zero damage grenade will take off all the armor and you can get right to work on dishing out the damage.
Lastly, I find the +50% excavation speed from the Reapers to be phenomenal. Excavation time is INSANELY long on Legend. Way too long in my opinion, that it becomes absolutely vital (or else you become reliant on acquiring "next excavation is instant" breakthrough through covert ops or proc off research).