Try this. Holding down the damper pedal, play a succession of notes legato. Then play a succession of notes staccato whilest holding down the pedal. When staccato, it will sound much more echo like as was mentioned. Hope this helps. 
That is exactly what I do and I hear no difference.
For example going back to C E G C, playing staccato without pedal would sound
C--- E--- G--- C--- , while playing legato without pedal would sound
C--------E------G--------C------------
However when the pedal is fully depressed it doesn't matter how I play the notes they
both sound like the second example.
As far as I'm concerned the only difference between legato and staccato is how long each sound lasts.
When I look inside the piano and play as you suggested this is what I see happen
(1) When I hold down the pedal the dampers raise off the strings and allow them to ring completely freely.
(2) When I play a note the hammer flies towards the strings, strikes them and falls away.
(3) Depending on whether I play legato or staccato the hammer rebounds away from the
strings and comes to rest at a different level.
If I play legato the hammer comes to rest for a moment about 1/2 way between the
strings and its complete resting spot (where it began) before falling to its starting
position when I release the key.
However if I play staccato the hammer falls completely back to its complete resting
spot (where it began).
In both instances the strings ring equally freely since the pedal is depressed.
Therefore the only difference between the two is how the hammer falls away from the
strings after striking them. This movement of the hammer can create a very small transient noise that is more noticeable when the hammer fall completely back to it's complete resting spot, which occurs when playing staccato.
This noise is most noticable at soft dynamics and in the higher registers.
However, the further from the piano you are the less audible it is. Unless you are sitting very close to the piano and listening very carefully to single soft notes at a moderate to slow tempo you will not be able to hear the noise.
Can anyone give me a scientific reason how pedalled legato and staccato could sound differently?