Yes, a player's choice of Legion role is intended to be permanent.
Being the Commander (or Quartermaster, Spymaster, whatever) involves making their relevant choices during gameplay, and that usually involves building up some internal store of knowledge about the Legion's state and making plans for the future. Even if players did rotate roles, the current Commander would be asking the prior Commander's advice all the time, since the campaign state doesn't change too much between sessions. Kind of neutralizes the whole advantage of one player being responsible for the whole thing, doesn't it?
While it's hard to cite rules to prove a negative, the clearest indication that players take roles on a permanent basis comes from this sidebar:
Did You Say Required?
If someone misses a game (particularly with four Legion Roles) - don't worry. Select someone as deputy (ex: deputy Marshal). Any decisions for that Role can be handled by votes from the other Legion Roles, but tiebreakers and specific duties should be handled by the person deputized.
-- "Chapter 3: The Legion", Band of Blades p. 115
If Legion Roles were intended to be fluid from session to session the way Legionnaires are, deputizing would be called out as happening after reassignment, or people might be instructed to play the required Legion Roles in preference to the optional ones.
Also, Lorekeeper and Spymaster have no game function if there aren't enough permanent group members to play them. If you were allowed to rotate (and deputize) between sessions, they'd be available.