Have not heard this before. I have heard about feet hurting as people adjust to the new "foot position" on the pedals, but never legs.

First thing you should check is whether you are in a good position with the clipless pedals. It is possible they affect your riding position as you previously may have pedaled with a different part of your foot. What you could do it check this and adjust bike setting accordingly. But you could also adjust the cleats to be more comfortable.

With bieks, any adjustment to you motion/position/posture can cause discomfort, so it does not surprise me. Take some time to try different setting and see how things pan out.