As a user, I am familiar with this, naturally.
To cut long story short - your midi note is longer than the actual "destination" legato sample - so the engine triggers another legato when a new note comes, and it jumps out of silence . The regular legato patches designed with phrases in mind, so if you want to hold a long note, you should use either dedicated sustain patch, or the sustain (note after a brake) sample within the legato patch. Another option is to use the combined legato-sus, where legato sample fades into regular sus (personally I don`t like the sound of it).