You have a parlementaire democratie, so do I. It is not illegitimate for a democraticly elected official to do something within his legal rights that is against the opinion of the people. Doesn't matter wether he "lost" the election, he still won it more than you. You calling it illegitimate is more illegitimate than what Macron is doing.
No he didn't. He lost the election and as a result we don't have any government able to get a majority at the Assemblée Nationale.
Which is why he should refrain from acting such a strong policy shift and what could be perceived as a major change of alliance.
What would be equivalent would be Trump deciding to change a long standing geopolitical policy after he lost the mid-terms and without the US congress having any voice in the matter.