No it doesn't. MuZero does its planning entirely in its own latent space (it may not even actually think of the game in terms of 'moves' but in whatever steps it considers relevant instead), only the output is filtered for legal moves.

It's no different than a monkey operating a chess computer that makes sure the monkey only performs legal moves. Your suggestion would be akin to suggesting that the chess computer would be affecting the monkey's mind so that it can only think in terms of legal chess moves.