You need to obtain the legend object for each layer and change its text. Try the code below:
for gl in gp:
lgnd = gl.label('Legend')
lgnd.text=' \l(1) %(1)'
Must have something different from internal "\l(1) %(1)" to prevent auto expending so I just added a space, but you can add a caption or whatever as long as it is different from the generic internal form
We added this as another sample on github
https://github.com/originlab/Python-Samples/blob/main/4.%20Graphing/Graph%20Legend%20to%20Show%20Only%20First%20Plot.py
James