The heatmap legend is not hiding all of the values, which is related to not all values being shown but a different issue. The main difference is that there are values which are appearing in the legend, but which are not being hidden properly:
In this screenshot I've hidden every item in the legend, which ranges from -10 to 50. Even with every value hidden, I am still seeing:
- 0 and 10
- -13, -11, and -16 (not shown in legend)

The heatmap legend is not hiding all of the values, which is related to not all values being shown but a different issue. The main difference is that there are values which are appearing in the legend, but which are not being hidden properly:
In this screenshot I've hidden every item in the legend, which ranges from -10 to 50. Even with every value hidden, I am still seeing: