I can't speak for others but I don't like having the leaders attached, it causes me all kinds of headaches and there's never been a benefit to me to have them associated, I've tried.
For one thing, it doesn't allow you to manipulate the distance from the text to the first bend, which I do allot. With associated leaders, you are given that distance and you are only left with end of the leader to manipulate. If you have a tricky place to sneak in a leader and still want to line up your text and make it look nice, you may need to stretch the distance from the text to the bend in the leader.
Of course that is my opinion, it's worked great for 15+ years.
Maybe some day I will look into multi leaders when I'm forced to
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