Glad it’s helping you! And you’ve described your question so clearly.
I suspect that is just not an option to save the legend - we use a single function to save the output of most modules and the majority do not have a legend so we just don’t have that feature. As a workaround, you could take a screenshot of the legend for an individual case, though obviously that does not help you if you are wanting to save lots of images’ output.
We used to have the option to save the ENTIRE figure window (including all the contents therein) but I believe this went away, perhaps someone else can confirm that?