VERIFIED SOLUTION i
In SSA 12.1, if a layer is set to be 'Initially visible' in SSA admin console, then, when the map loads in SSA connect the legend is always expanded.
For layers that are not set to be 'Initially visible', the legends are always collapsed when SSA connect page loads the map.
Users may sometimes find the layer legend panel fully occupied by the first layer's legend (since list is long). In that scenario, they can manually expand/collapse legends using the Expand-Collapse menu.
In future releases, SSA engineering is considering adding functionality that will allow the SSA Admin to configure legends to be initially collapsed/expanded in the map config. Ideally this would be set on the layer level (similar to 'Users can show/hide individual layers' and 'Initially Visible' settings that are available on layer level).
An enhancement request (CONN-36926) is already raised. Software Support can be contacted to get the current status of this enhancement request.
UPDATED: July 3, 2018