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In this work we show that a Legendre transformation is nothing but a mere change of contact polarization from the point of view of contact geometry. Then, we construct a set of Riemannian and pseudo-Riemannian metrics on a contact manifold by introducing almost contact and para-contact structures and we analyze their isometries. We show that it is not possible to find a class of metric tensors which fulfills two properties: on the one hand, to be polarization independent i.e. the Legendre transformations are the corresponding isometries and, on the other, that it induces a Hessian metric into the corresponding Legendre submanifolds. This second property is motivated by the well known Riemannian structures of the geometric description of thermodynamics which are based on Hessian metrics on the space of equilibrium states and whose properties are related to the fluctuations of the system. We find that to define a Riemannian structure with such properties it is necessary to abandon the idea of an associated metric to an almost contact or para-contact structure. We find that even extending the contact metric structure of the thermodynamic phase space the thermodynamic desiderata cannot be fulfilled.