In the previous versions of Matlab legend was built on an axes.
Access to the title property of the legend wasn't (as far as I know) documented - hence it was there more by accidental design than intended design if you get what I mean.
The re-writing of legend means its no longer a by-product of an axes. By that fact I suspect this "feature" has also dissapeared.
Looking at the properties of legend, both documented and undocumented as far as I can tell there is no title to set.
edit: I have uploaded a submission to the FEX which you can use in both HG1 and HG2 to set titles on legends.