I succeeded in posting the legend when we are in “all project” and not to post it if not.

in view_all_inc.php:
replace:

if ( STATUS_LEGEND_POSITION_BOTTOM == config_get( 'status_legend_position' ) ){
html_status_legend();
}

by:

$t_project = helper_get_current_project();
if ( STATUS_LEGEND_POSITION_BOTTOM == config_get( 'status_legend_position' ) ){ if ( ALL_PROJECTS == $t_project ) {
html_status_legend();
}
}

it is a beginning ...

see a better solution (I think...) in the bug 0008588: adaptable status legend

The status legend is no longer available in version 2.x.