Those "legs" are part of a lead frame to which the chip inside the package is connected by wire welds. Unless there's been a radical change in packaging technology since I last looked, not impossible, BTW, those "legs" are a single piece of metal that reaches well inside the package.
I, also, thought so but if you look at my "picture" you will see they are not. The overlap of the leg show that there is not a break, but a disconnect.

What would be interesting would be to know whether those missing pieces are showing up anywhere, say, in the wash-effluent.
They are, as I stated previously, soldered to the PCB.

Erik