This page demonstrates how NVDA does not read the legend of checkboxes in some situations.
NVDA does not announce grouping labels unless user is in interactive/forms mode (the mode used to fill in forms). For form elements that require user inputs (text input fields, tabs, radiobuttons) this mode is triggered automatically wen they receive focus, and user will hear group labels (such as legends) announced along with individual form field labels as he enters and leaves those fields. Checkboxes are one exception to this, as they can be activated using the spacebar without switching out of browse mode (the mode used to read text).
On this page you will notice how legends are only announced as user tabs or shift-tabs out of text input fields (that trigger interactive/forms mode). For all other fieldsets or ARIA groups on this page NVDA will not announce the legend tags.
You can have all legends be announced by manually forcing NVDA into interactive mode (by pressing NVDA key and spacebar). But this means that NVDA will not work when you navigate the document with the arrow keys, and will not read any static text on the page.
See NVDA defect #3321 and Sailesh Panchang's test page for additional context.
Jaws does not make this distinction and will announce common label in either mode.
NVDA 2015.3 / FF 40.0.3: none of the legends read as user tabs through the checkboxes forward or backward. No legends are read when user navigates by checkboxes (using the "x" key)
NVDA 2015.3 / IE 11: none of the legends read as user tabs through the checkboxes forward or backward
JAWS 15 / FF 40.0.3: all of the legends read as user tabs through the checkboxes forward and backward
JAWS 15 / IE 11: all of the legends read as user tabs through the checkboxes forward and backward
NVDA 2015.3 / FF 40.0.3: all of the legends read as user tabs through the checkboxes forward or backward
NVDA 2015.3 / IE 11: all of the legends read as user tabs through the checkboxes forward or backward
JAWS 15 / FF 40.0.3: all of the legends read as user tabs through the checkboxes forward and backward
JAWS 15 / IE 11: all of the legends read as user tabs through the checkboxes forward and backward
NVDA 2015.3 / FF 40.0.3: none of the legends read as user tabs through the checkboxes forward or backward
NVDA 2015.3 / IE 11: none of the legends read as user tabs through the checkboxes forward or backward
JAWS 15 / FF 40.0.3: all of the legends read as user tabs through the checkboxes forward and backward
JAWS 15 / IE 11: all of the legends read as user tabs through the checkboxes forward and backward