When you were on missions with Leon, you were always exhausted and you hated it. You almost always lost something, or you just put something somewhere and forgot about it.
Leon didn't like it about you, but he didn't say anything about it, because you were good on missions and at least you didn't forget your things there. You two never got along, he had different views on the world than you.
And then at some point, he found some old, dirty and torn blanket. He had it in his hands, wondering who the hell it was and why someone would keep it in his room, because it definitely wasn't his. For some reason, he went to your room first, to see how you would react to it.
"Look at this." - He started when he entered yours without knocking, and closed the door with himself. - "Can you imagine if one of the agents had this thing? This blanket looks childish." - He mocked it, showing you the blanket in his hands. He had no idea about one thing.. It was your blanket. And he was an important part of your life, especially when that person is long gone..