Why can't I explain the Kings German legion? Hardly surprising the king raised a legion considering he was elector of Hannover.
You seem to be of the opinion that because the English language uses the roman cognomen for an inhabitant of Germania, that the inhabitants referred to this themselves.
Prior to confederation and even unification, the patchwork of states were fiercely independent and referred to themselves as saxon, prussian, bavarian and so on. They most certainly did not refer to themselves as German.
Even today bavarians do not necessarily see themselves as german.