How to reproduce:
1. Open QA-supplied project
2. Load scene "Example"
3. Select "Cube" in the Hierarchy window
4. Open Animation window (Window > Animation)
5. Click "Create" and "Save"
6. Close Animation window
7. Double-click "CONTROLLER" in the Project window to open Animator window
8. Drag-and-drop your newly created animation to the Animator window
9. Observe the Console window

Expected result: AnimationClip that's created should not be "Legacy and when added as a state to the Animator Controller should not produce any errors
Actual result: AnimationClip that was created is "Legacy AnimationClip", console throws warning "The legacy Animation Clip "New Animation" cannot be used in the State "New Animation". Legacy AnimationClips are not allowed in Animator Controllers. UnityEngine.GUIUtility:ProcessEvent(Int32, IntPtr)"

Reproducible with: 5.5.4p4, 5.6.3p2, 2017.1.1f1, 2017.2.0b10, 2017.3.0a7

Note #1: Creating the AnimationClip using Right-Click>Create>Animation in the Project window does not produce "Legacy" AnimationClip.
Note #2: If the GameObject doesn't have Animation component, Window>Animation>Create adds Animator Controller component and does not produce "Legacy" AnimationClip.