Because they typically use portals, not spaceships, and Legion ships do use the Twisting Nether as a sort of Warp (á la Warhammer 40k, not Star Trek).
The Twisting Nether is very clearly distinct from the Great Dark, which behaves mostly like our space. Which means it is effing big and mostly empty, among other things.
Nobody in-universe is confused as to what the difference between the two is. Only you because you didn't pay attention.
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That's not an exaggeration, that's a completely different statement. There's a rather big gulf between "not strictly necessary" and "do not bring under most circumstances".