In “SQL Server”, “SQL” functions as an adjective modifying “Server”; its not unusual for what are normally nouns to do that, distinguished only by position(e.g , “hat” in “hat rack”.)

So when the LEGO™®© folk are arguing that "LEGO is always an adjective", they might mean that using it as an adjective noun is the correct thing to do, rather than claiming that "LEGO" by itself is an adjective? I suppose that since "LEGO" is the name of a real concept (the LEGO system) it's unavoidably a noun in essence.

Wikipedia says [0] 'adjectival noun' was 'formerly synonymous, but now usually means an adjective used as a noun'.

Regardless, it's not an adjective, much less 'always' - it's always a noun; sometimes used attributively ('adjectivally' if you like) / as a noun adjunct, such as in 'Lego bricks'.

[0] https://en.wikipedia.org/wiki/Noun_adjunct#Related_concepts