Well, it depends on how often you shave your legs and how long they get to soak for.
Legs always come up smoother if the hairs have had time to get soft in warm water. I do my legs last if I'm in the bath, so they've probably been in for about 15mins.
And make sure you exfoliate your legs before you shave, even if it's just giving them a bit of a rub with the rough side of your sponge or a flannel.
And it could also be partly due to this heat!
Lastly, the less often you shave your legs, or the longer you leave between shaving sessions, the better they come up. that's what I always find anyway!