Leo wouldn't have mind getting laid with her but he wasn't some dense idiot that he wouldn't even notice that Hancock fancies Marie and at the same time, he's gonna be a father soon and he doesn't really want to have any relationship to just any random woman. He'd rather go back to main base and go at it with his two beautiful girlfriends.
And he didn't travel all the way here to just get laid, he was here with a mission and at the same time he wants to recruit Hancock within his ranks as he really admired his bravery, his fighting skills and courageousness and it seems that he still upholds his good morality just from how the kids weren't even afraid to tease him earlier and it seems that they have a really high opinion about the guy and seems to respect him a lot.
Leo then glance at a corner and then looked at Hancock who went outside with an Axe on his hands and he said, "You guys go hide inside that building and someone will pick you guys up later"