Wang Zhong's First Mobile Army indeed had significant differences from Asgard Knights of the Prussian Army and was not the Tsar's imperial guard either.
The official name of the First Mobile Army was the High Command's directly subordinated instructional unit First Mobile Army, and according to the documents Wang Zhong personally oversaw drafting, it was "a unit formed to explore more war-adapted methods of troop organization".
This army was only affiliated in logistics and personnel matters with the Yeborg City Defense Command—the troop was a significant consumer of supplies, and even without engaging in combat, the daily expenses of nearly two hundred thousand combatants and hired workers for food, drink, and the like, were a considerable expenditure. These regular consumptions were processed through the logistics of the city defense troops.
Therefore, there was no need to generate many speculations upon seeing the troop listed under the name of the City Defense Command.