I'm not the Lord of the Lore, so take this with a grain of salt.

Since the Empire's military use Roman titles like Centurion, Legionaire, etc one would believe that they have Latin/Roman names as well. You yourself gave the names of the Emperor and Gaius as examples. I'm not 100% sure, but I believe I read that Darnus was not born in the Empire. He joined from the outside and therefore didn't have a Roman/Latin name. Everyone born within the empire use those Latin names, since Darnus wasn't born in the empire, he does not share that trait.

I heard this way back when Darnus made an appearance, I'm prolly wrong about his history though. Thought I'd share. =D