The factual answer in post #8 left off a bit.
As noted, the aprons are buffalo leather. What’s not mentioned is that each legionnaire had to procure his own apron off a live buffalo using just his axe. Only the survivors make it into the parade.
But someday this will be a widely believed urban legend and only us 'Dopers will know the true source of the oft-repeated & circularly-sourced story of the legionnaire’s axes.