Megaman Legends: Why It's NOT Canon to the Mainline Megaman Series!
There's one thing that needs to be clarified- while Megaman X is part of the mainline Megaman continuity, Megaman Legends and Megaman.EXE are not. These are like Transformers G1 is NOT part of Transformers Unicron Trilogy or the Batman your mom watched isn't canon to the Batman you watched! Now for some insights on the canceled Megaman Legends series.
First, notice that Roll here is Roll CASKET so she CANNOT be the same Roll from the mainline Megaman series as I used to think. In the first game, Megaman Volnutt was found as a baby and not created as a robot. He is more or less human or as Carbons are, organic reploids. You might also want to notice that there are no connections between the Maverick Hunters in the X series to putting the Bonnes in the wanted list of Mavericks. What we see in the first game is that even with some references to the X series, it's not connected to the X series seeing how "primitive" this world is and neither to the first Megaman.
Second, please play Megaman Legends 2. Now don't even start arguing Megaman X's line in the bad ending in X5 that he wants to create Elysium. Megaman X did not create Elysium as the ending isn't canon as Zero was later found again in Megaman X6. Also if you read the diaries of the Professor, you will find out that Megaman Volnutt was named AFTER Roll Casket's favorite video game character Megaman. Notice also there are posters of Zero (then again maybe a Legends version of Zero was planned with the Z-Saber reference in the game) and the Megaman cartoon is shown in a bar somewhere. Which is Megaman the computer game is a fiction within a fiction for this series.
So I hope that really clears things up as there's no way to reconcile them as canon but as alternate realities.