I was actually racking my brain on how Lego can be an uncountable noun since it seems so eminently countable in my mind, but then I thought of the perfect example: cutlery. Cutlery is an uncountable noun of very discrete objects. I realize now that all of my confusion is just because of my wayward American upbringing.
"A pride of lions", "a pack of wolves" are examples of collective noun.
Lego does not fit that pattern.
Sugar, Bread, or water are example of uncountable nouns.
"A gram of sugar", "a loaf of bread", "a litre of water", "a bag of Lego".
You also wouldn't say "one lego"; you might say "one Lego piece" or "one Lego 2x2 piece".