The key here is that when you assign a DataTemplate to be used in the legend box for a series, you are actually binding against a CLR object that hold series information (as well as some global info), this is the same object that exposes a Dimmed property even though Series does not have that property but is NOT the series itself.
We will fix this issue in future builds but as a workaround you can tweak your template to make sure you are binding to the Series.Visibility property, e.g.
<CheckBox VerticalAlignment="Center" Background="{Binding Path=Fill}" IsChecked="{Binding Path=Series.Visibility, Converter={StaticResource VisibilityToBool}}" Grid.Column="0" Foreground="White" />
Regards,
JuanC