If you have heard players like Joe Satriani or Alan Holdsworth, then you have witnessed truly breathtaking legato technique (better known as hammer-os and pull-offs). Having good legato technique will help balance out your picking technique. When you want that aggressive, in-your-face sound, then stick to your picking technique, but if you want to play smooth, and fluidly, then legato technique is what you want.
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This exercise wraps up the legato exercises. This is just a nice way to practice your scales. What I do is go through each mode one after the other using this pattern. If you can make it through all 7 modes without finger fatigue, then you are progressing nicely with your legato technique!