[beat]

The melodic advantages of the saxophone are mechanical, not tonal. For example, to play a scale fragment on saxophone, one need only move fingers, while continuing to blow, creating a smooth, legato sound that can be done very fast. Contrast with guitar, where a note must be fretted and then picked, two separate motions that are difficult to coordinate. Smooth legato playing at high speed is extremely hard. Trumpets have a similar problem, tonguing notes to make changes.

And yes, saxophones have a great deal of tonal expressiveness available, especially once overblowing is brought into play. It's just not pretty tonal expressiveness, compared to other instruments.

[cma]

You can still do legato on guitar: https://www.youtube.com/watch?v=bTI2s4svE2s&t=1m24s

[beat]

Meh. Legato on guitar comes at a cost of expressiveness and note choice. When hammer-on and pull-off are your only ways to sound a note, you lose all the coloration available from dynamics, palm muting, distance from bridge, pick angle, and the million other little things guitarists do to make a note special. And note choice? Scales of any substance will force either difficult position shifts, or legato-breaking string switches.

It can be done, and I certainly do it. But it can't be all that's done, or your sound falls flat.