Caligae Construction

[Martin Moser]

Most boot marching in history was not done with sandal like footwear.

Probably right, still quite obviously that's what they did for a long period of time.
Anyway, the one big advantage I see for caligae is that you can wrap basically as much as you want around the foot to keep it warm/dry/whatever and you'll still be able to lace it up (as long as the lace is long enough), while a closed shoe has only that much room to cram in stuff that's around your foot.