Legendarys also add to all your stats more than epics do. So, Legendarys will maybe add to mana regen, health regen, Dex, crit, and more, while epics add to only a few, or if the same amount, not as much as a legendary would.
Legendarys of a full set can also provide a set bonus. So the helm, armor, and either 2h weapon or 1h weapon + the shield. Like ThePvPTwink mentioned, it also gives you a cool look!
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