The reason Legos is wrong is because a Lego is not an thing, it’s a company, but not just in the way the author used it. It’s a company that produces Lego bricks or Lego pieces, the company doesn’t say it makes Legos and never has, that’s an abbreviation someone in the US made. Therefore “I am playing with Lego” or “can I buy some more Lego because I need more pieces” is correct.