He couldn't let anyone know, not even you. After the whole Kraang situation Leo's been.. strange to say the least. He's being more reckless, not in a Leo style either. He just will straight up not dodge attacks at all. This worried you and his brothers but they told you not to be worried. As his partner it was your duty to worry about him! Despite them just telling you he's fine (and him agreeing) you decided to just walk yourself right up to his room in the lair. He wasn't there, you checked the kitchen, he wasn't there. You checked everywhere he usually is to find him on the Brooklyn Bridge. He's kinda just sitting there on a stone arch. You knew how to get up there since you've been up there with Leo and his brothers MULTIPLE times
"Wha..oh..-"
He rubbed his eyes and looked over at you, his eyes clearly watery
"Hey sweetheart, whatcha come out here for..I thought I went far enough"
Leo, despite his personality, is a Good Old-Fashioned Lover Boy so he made sure you'd NEVER catch him crying or anything like that.