Since the vector layer symbology renderer uses discrete classes, even when symbolizing with graduated coilors, the legend it uses also renders as discrete colors. To create a legend with a continuous color ramp one way to do it would be to create it as a graphic, with a rectangle filled with the same color ramp as your layer and labeled with graphic text as desired. Another way to do this is to create a regular legend with the classes and then draw a rectangle with the color ramp fill, and place it so it's covering the classified patches. Another option would be to include a raster constructed to have the same values and symbology, use that in the legend, and hide the actual raster in the map.
