Also Sumo Wrestlers have massive amount of Fat (and Muscle) and so a better warrior would be someone more Thinner were you can see their muscles not a belly of blubber.
The Roman had a high-carb over-calorie diets for both legionnaires and gladiators, so "blubber" = "desired" provided it's paired with muscle. You're right though that marching was the primary occupation of infantry so they couldn't keep the blubber on even if they tried.
Also everyone going around pretending that weight categories are not a thing is just amusing. A bigger and stronger fighter will beat a smaller opponent the vast majority of times even if the smaller opponent has somewhat more skill. Open weight categories are almost always dominated by the larger fighters regardless of style involved. There's some individual variation but the overall pattern is pretty clear.
The only weak points are chin, nose, back of the head. Even finger locks and joint control can be resisted by sufficiently powerfully built individuals. So in an ambush in a dark bar with a bottle to your head or something your body size won't help you. In all other situations it will.
Granted, here we're talking about weapons and discipline and there's a lot of mitigating factors once that comes in. Muscle and fat might help against some things (swords slashes) but won't make much difference against high-kinetic impacts like arrows and spears.
So as far as legionnaires go women might manage alright. They just won't be on average as strong as the male legionnaires and might not form a front line.
This is completely ignoring the fact that Roman culture wouldn't be able to accommodate such a huge change.