You don't necessarily have to discuss it in your PS. There's always the possibility of adding an addendum. But if you weren't failing out of the program, I really don't think it's a huge deal. If you do want to throw it in your PS though, it may not be that hard to incorporate it. You can perhaps outline the reasons the phd program made you unhappy, and why that path wasn't what you wanted in life, and contrast that with studying the law and explaining why law school is for you, etc. If you write it well, it could be a decent PS.