The White Legs are willing walking into slavery or what do think Caesar would do to them? In fact even if they win at Zion the Legion still rejects their request for assimilation (and you know what that means) so in the end the Legion does not want the White Legs.
It seems Caesar simply given then the task to destroy the New Canaanites to take revenge on Joshua Graham without having to use the Legion main forces and had no intention of assimilate the White Legs, just like he did with the Great Khans.