But yes, they hatch with legs. A true baby cray is about half an inch, so i doubt it was a "baby" more or less a teenager
Just take care of it and they will regrow over time. If it is a baby like you say then it won't be to long before it molts and maybe since it's still young it won't take afew molts to be fully functional.
Just because it don't hurt don't mean it won't kill you.
It's like a paralyzed guy jumping into a fire. He may not feel it, but he's still going to end up a crispy critter.