Hmm... I'm trying here, but I can't get any difference in velocity recorded for the steps, or at least I can't hear or see any difference on playback. There is the difference between the non accented and accented notes, so in that sense it does record velocity, but quantized to two levels. I tried both step and realtime -recording, with a highly velocity sensitive patch and watching the output in MIDI-OX. Velocity of 64 or 127 is what I see and hear, although I'm not ruling out a user error on my part.
About the legato (realtime?) recording problem, is that where it creates a tie, but only records the the pitch of the first note you play?