Pretty sure they have gotten rid of this exploit now. I transferred a toon from an APAC server with a level 32 legacy and on the US server there's no legacy at all. I think now you have to have a legacy on the destination server and/or the toon you transfer must have completed enough of it's story to have been able to start a legacy or something like that.
What lvl was the toon that you moved? You have to have a toon that can have a legacy e.g. it needs to have completed chapter 1.
If you create a lvl 1 toon, as someone suggested and then move it across, you won't get the legacy. But if you transfer a post-chapter 1 toon, then you would have your legacy on that server. If you then create/transfer a lvl 1 toon to the same server, your legacy will be active and you can move the post-chapter 1 toon off again.