Nothing wrong in WAR TIMES. Yes he gave the regency to Alexander while he commanded his army when he went to war with Byzantion. So it is clearly needed in the game to have someone to govern the capital region during a status of war.
Nevertheless I was talking about peace times in the game. Did Phillip II gave away his army during peace too? I just want my ruler to be able to govern the capital legion and to control the capital region at same time, but only if you are fighting no wars at the time.
Mechanically, that's not going to work. There is no need to put the monarch in charge of the standing army during peace. Having some kind of weird gamestate where he is both in charge of it, and the central government, just won't work and wouldn't add anything to the game at all except "hurr durr immersion" for it's own sake. It makes the devs' positions harder to maintain for no purpose. You need to think of it in terms of game mechanics. The only way putting a monarch in charge of a standing army (a "legion") could work from the game's perspective would be to have a regent, possibly the consort, assume the direct "ruler" position in his absence. The only reason to do that is during war if he has better stats (i.e. Pyrrhus of Epirus), and you want to utilize them to have a better chance at victory. Otherwise, it's just useless flavor for lolz and roleplay.
Now, as I stated elsewhere in here up above, the two consuls are a whole different animal. Indeed, the twin rulers of Carthage also create issues. They never led armies in the field, unlike their Roman counterparts. So do you see where this is going? Paradox is damned if they do and damned if they don't. Opening up rulers to leading standing armies would mean the Carthaginian ones could do so, in contravention of history. So making someone like Pyrrhus able to to take charge, as he did realistically, would open up holes in other groups for unrealistic leadership. Ultimately, I think this is why the devs did what they did. From a mechanical POV, keeping standing armies (legions) restricted to appointed generals makes sense in terms of the game's politics and the associated political intrigues. You need to view these forces as vehicles of political ambition, which they were (i.e. for Pompey, Caesar, etc). I can't speak for anyone but Rome as I haven't played as them yet, but the other national leaders lead their capitol province levies, yes? In Rome's case, this simulates the "consular legions" of history, which weren't legions in the Marian sense (i.e. professional, standing forces), but "levies" (temporary soldiers). As I said in my earlier comments, the vast majority of Rome's Republican period relied upon levied forces.
So in conclusion, the simplest solution, if one TRULY needs national leaders to be able to command standing armies (which isn't really much of an issue for Rome anyway as they don't unlock legions until the Marian Reform laws are passed in the late game) is to restrict them to doing so until times of open war, and then have a regent mechanic, either appointed by yourself, or automatically taken in from another position, such as the royal consort. To do anything else, especially during peacetime, creates too many holes for the game with trying to hold two game positions (ruler and general as you said) at the same time, and this will only lead to bugs and weird coding. Plus, the devs will just never do something like that lol.