Your question assumes that legs aren't used on EVAs, however legs are actually important for leverage. The first EVAs did not go well, astronauts were unable to complete tasks partly because they couldn't exert enough force. The assumption was that legs would be useless, but part of the solution was to anchor the legs on different parts of the spacecraft structure. Legs have some of the strongest muscles in the body, for them to be most effective they need to be apart some so that they can stabilize the hips and hold the lower body rigid. With feet together the body tends to flex. You can see this for yourself here on Earth, try holding your feet together while you exert a force on something, you'll find it's much harder then if you have your feet apart.
Also, having legs together limits mobility. Tie your legs together and then try and reach for something to the side, it doesn't work so well.
It's also important to remember that astronauts have to practice on Earth which does have gravity. Although neutral buoyancy tanks mimic zero G they still have to get to it, and walking is an advantage. As the point of training is supposed to be as realistic as possible the suits need to be the same as in space. I'm sure they could get past that if they wanted to, but there'd have to be a compelling reason.
It's hard to see what advantages there would be to a single leg 'mermaid suit' design, maybe they could save some piping but it isn't worth losing the mobility. If anything astronauts would like more leg mobility rather than taking away what little they've got.