I understand that the legend does not get saved in .fig file on using the following commands-
If you are using MATLAB R14 this is a known bug and there are no workarounds for it. Refer to the following link that has an answer to the issue similar to yours-
Also make sure that legend visibility is set to on before saving and after opening your .fig file. Use the following command to set the visibility of legend to on-
Hope this resolves your issue.