It's precisely because it is a legend, that Wano has such reputation. When Whitebeard died however, people had it black on white that he died and posed no further threat, while in Wano's case, their power and forces were more or less a mystery, since it is an isolated country, with them clinging to the centuries ago legend. The legend isn't even precisely tied to the figure Ryuma; people outside of Wano just view it as a powerful country not knowing it was due to the strength of that one man. If they knew Ryuma was the sole reason and died, they would've invaded Wano straight.
Roger was known as a near unstoppable force that conquered the world. And his equal Newgate was known as the WSM, capable of destroying the world. People up to the present day are shaken to the core hearing Roger's blood still lives. And remember how it was said that the WG doesn't want to fuck with an angry Shanks, who walks into the war and ends the war to his terms.