The reason why Leon asked that question was because the timing for Leonardo's jailbreak was unusual; it happened shortly after Alex visited him. It was unknown what those two talked about, and later Leonardo escaped.
Leon had the feeling that there was some kind of deal between those two; he was not curious about this deal but rather wanted to know if there existed a deal in the first place, so he probed and unexpectedly got the answer he wanted.
Leonardo knew he had fallen into Leon's trap, but there was nothing he could do after it happened.
Although he made a blunder, it doesn't matter as he believed that Leon wasn't the type to blabber. He must concentrate on what was ahead. He must beat this man; he was one of the causes of his sufferings.
Without hesitation, Leonardo unsheathed his sword, and the next moment it was already before Leon's face; his eyes widened; Leonardo had progressed more than the last time they fought.