IIRC, I remember reading a very, very long time ago that Nero is basically the acting commander of the XIVth Legion now? Although this could just be fan hearsay and not something actually mentioned in-game or in any of the lore books. Of course, Nero would much rather go on adventures with Cid. If he actually -is- officially recognized as leader of the XIVth Legion, it could be another possible explanation as to why nothing is really happening there. Nero clearly doesn't give a damn anymore, and Eorzea has no reason to possibly antagonize an ally by attacking his people now.
The VIth Legion is indeed stuck on Azys Lla and are indeed still loyal to the Empire. It's unlikely they plan to antagonize Eorzea from up there though, considering we DID team up with them to take down Zurvan and let them leave on good terms after the fact (Regula's body was stated to be going back to Garlemald, and I have a feeling that might end up coming into play soon). If they really wanted to, they would have probably secured the entire place by now, or to a point where they would have confronted us the few times we've come back on sidequests and during our most recent visit in the MSQ.