I think Lego is used in the same way as "milk". You have to arbitrarily divide it and has no natural division. You don't have some milks and you don't have some Legos. A Lego set is like a glass of milk. But sooner or later you just end up with a mess of hundreds of random pieces spread across children's lives like grains of sand. You hope they stay in the sand pit, but they will get everywhere.

Lego is the brand name, so it's more like calling two Nike store Nikes rather than Nike stores. Outside of North America it's more usual to refer to many Lego bricks as, well, Lego bricks or Lego pieces. If we're playing with a lego set etc, we'd just say that we're playing with Lego.

Yeah but remember that English is pretty irregular, so even though appending "-s" turns many words into their plural form there are many counterexamples. Like:

- one fish, two fish

- one sheep, two sheep

- one child, two children

- one mouse, two mice

- one knife, two knives

In this case many of us grew up using "lego" as the plural, so "legos" sounds to us a bit like "sheeps", "mouses" or "childs". Not a huge deal - nobody's losing any sleep over this, but it's definitely worth explaining why it sounds weird to some of us :)