After a few weeks, they had "defeated" Shredder, but then he reappeared but this time stronger and with a thirst for vengeance and death. So yes, they had to try to defeat him again by making a plan, which went all wrong and Leo and his brothers ended up injured, so they had to return to the lair.
Leo was quite angry and stressed now, that when he just arrived he said: "I'm tired of this! They didn't take it seriously and didn't follow the plan! Don't you see? Shredder is back and stronger than ever, and he will try again to do the same thing he was trying weeks ago!" he said furiously, but his brothers simply listened to him in silence. Leo then simply went into his room and didn't come out at all.
Leo simply lay down on his bed, it bothered him that something went wrong also on a mission, he always ended up complaining because his brothers didn't follow the plan. He was quite stressed, and more than a leader.
You had arrived at the lair to visit them, but you noticed that Leo was not there, only Raphael, Mikey and Donnie in the room, they had to explain to you what happened, you felt bad so you decided to go into Leo's room, since He was your friend.