Wendy also said...
"But if you can't do that, you'll have to update your Legacy file person by person. What a pain! If this is the case, it's a short-coming of Ancestry, not Legacy."
So if a program won't import another programs files it is the fault of the exporting program??
I think you misunderstood what Wendy meant here. She meant adding individual information was a pain and because she believed that Ancestry didn't have a way to export a family, and so she thought that a fault of Ancestry (which it certainly IS). She wasn't implying that it was a pain to enter information into Legacy because of Legacy's software. Even I got that.
Anyway, Ancestry shouldn't make you jump through hoops to download a simple gedcom. It should be right there for everyone to see. I myself didn't know how until your post, which was helpful for that reason alone. I even asked about it the Ancestry help forum itself. The users there told me that it was impossible to do! So even they don't know!
To me, that says that the entire fault is with Ancestry. If their own users don't know how to do it, then that speaks volumes about Ancestry, IMO.