Apparently, something went wrong and those legs didn't develop properly. In nature, it probably would not have made it out of this chrysalis.
Unfortunately, even with great care being given to them some Monarchs do not develop properly and have birth defects. There can be underlying causes and some of those causes are poisons in the environment from pesticides and herbicides. Other causes may be bacteria, viral, or fungal infections.
Herndon, VA (USA)
Take care of the small things....