I've looked into this matter and found that an enhancement request has already been raised for this requirement! The Enhancement Request ID is 173432, and its description is as follows:
If you apply a conditional format to a dimension ( to allow same colors across charts on dimensions).
The legend shows the rule.
"Equal to Asia", "Equal to Australia"...
We want the legend to just show
However, I don't have any ETA for its implementation as of yet, so if it's very important to you then it certainly wouldn't do any harm to discuss it with your Yellowfin account manager.