Definitely a silly American thing. We tend to fuck up pluralizations by just applying the most common rule, but then we also seem to have the most rules and exceptions of any language.
If you make something out of Lego bricks, the Fun Fact says you should always say "Lego bricks" or "Lego pieces". I always figured you could say you made it "out of Lego" because you're referring to Lego as the medium, the same way you could make something out of clay or out of wood. But you can't say you made it "out of Legos" because each piece is not "a Lego". You wouldn't say you had "a clay" and found "another clay" in a drawer and therefore had enough "clays" to make the model. You had some clay, and found some more clay. Same with Lego. It's made of Lego, not made of "Legos".