That would certainly have been neat. Vignettes of Tinya, attempting to 'hero' back home, before her Legion debute, for instance.
Another thing that could be neat is to explore *other* heroes of the various Legion worlds. Surely Violet and the late, unlamented Micro Lad aren't the only Imskians to get into the game. Does Colu have heroes? Are there other Talokkian heroes? (Who don't necessarily have anything to do with shadows or darkness powers...) A squad of Titanians, each specializing in a different aspect of their telepathy (one is a skilled empath, one taps into and hijacks senses, one messes with memories, another is a psi-null, not only not a telepath, but utterly immune to, and even invisible to telepaths, and precognitives!).
One thing I liked is the existence of others out there, like the Heroes of Lallor, or the Wanderers, or the various heroes of other worlds shown briefly in the Universo Project, like Xera of Manna-5, or the Silver Sword. It makes the setting feel more 'lived in' for the Legion to not be the only game in town (and reminds me of other teams that interacted often with other teams, such as the old Outsiders, who were constantly meeting new groups of heroes (and usually fighting them...) like the Force of July, or that Soviet team, the People's Heroes).