As far as I was aware, the Legacy mark is meant to be always 'on' by default, until the player switches it off. If it's turning off every time you log out, I'd say it's either a bug (I've heard some people it has actually bugged out for them), or there might be an issue with how your client saves settings.

In any event, it might be wise to post this in the Bugs or Technical Help sections, as I think only the development team will be able to help you fix this if it is a bug (and yes, my Enki has her Legacy mark set always as on too. ).