I have opened 40 (consecutive) packs (all from same expansion The Great Dark Beyond and same rarity) and no legendary drop yet.
As far as we know, that should not be possible.
I would guess that you miscounted, or you did get a legendary but you forgot about it. (In this case, you can filter your collection on legendary cards from that specific expansion, and see if you have any.)
Did you open any Great Dark Beyond packs before those 40?
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I started count 40 packs right after my last legendary drop (Great Dark beyond).
The only think that crossing my mind that might affect the process, is the fact that I opened about 25 packs using mass pack opening and not one by one.