In ArcGIS, the GetLegendGraphic wms request requires the parameter 'STYLE' as opposed to 'STYLES'. See the 'Parameters of a WMS GetLegendGraphic Request' section on this page.
So the proper request would be:
Given the length of time since this post, I doubt I will be able to help the OP. However, considering there are a couple thousand views from people investigating the same question, and I personally ran into it while investigating this feature, I thought I'd share. Hope it helps someone.