As far as I understand it, you (as the nation's leader) still control these units.
The governor takes command of the troops (so any of his martial and
charisma modifiers would apply as any general would) and these regional
troops are limited to the vicinity of that governor's region.
For example, if you assigned the 1st Legion to the governor of Gallia Cisalpina
the governor would be present in the Legate slot for the legion but would not
be able to enter any neighboring regions such as Italia.
The benefit of doing this is that each legion (unit) assigned to the region
adds a modifier to reduce the revolt percentage of each province in this
region.
There may be other advantages or disadvantages to this that someone else
can point out, but those are the ones I can think of off hand.