I am running Joomla 1.5.4 and am not (and can not) use legacy mode.
The latest Joomsef, 3.0.2 (free version), is indeed a native Joomla component, but the plugin (mambot) it installs is not native yet. When installing JoomSef, it automatically turns on legacy mode. If I then turn it off and check my site, I get the "Direct access is not allowed" error. So, I disabled legacy mode and uninstalled this JoomSef as it is not yet native.
At
http://www.artio.net/en/joomsef/artio-joomsef-3-x there is no warning that even though the component is 1.5-native, the plugin that comes with it is not.
I was using the free version, so maybe the commercial version is completely native. It would be nice, because I paid for the VirtueMart 2.0 extension because I expected to be able to use JoomSef 3.0.2. I will use it on another site I guess, since this one cannot use legacy mode (it conflicts with other plugins).