Anime

Okay to start of on why they would make anything canon, it's because of the fanbase. Male!Robin was made canon because the fans thought he fit the story better. The same goes for Female!Kamui. Leon and Female!Kamui are also the most popular characters by themselves based on official polls, and according to multiple polls he's one of the top marriage candidates, the only ones that contend with him are Joker and Takumi.

Information you probably didn't want to know here: Before the game was released, therefore before they knew Leokamu would become so popular, the writers decided Leon had "feelings that go beyond familial" for Camilla and in the Japanese only Festival DLC his conversations with S Support Kamui paint a very clear picture of him being a sis-con.... I'm sorry I don't make the rules and that is probably more than you wanted to know but it does tell you that he prolly had some complicated feelings after finding out Kamui was abducted. He also calls Kamui "Nee-san" in his confession and says shit like "What do you plan on doing to your little brother?" in My Room.

If you want to hear an angsty but amazing story, listen to the official drama CD "The Nohrian Fortress" which is fully a Rapunzel story. Not even joking. Leon's incredibly saddened by the fact that Kamui wants to go see shooting stars but isn't allowed out of the fortress and he decides to sneak her out, going against both Marx's wishes and obviously Garon's, which by the way IS INCREDIBLY DANGEROUS like he would probably be EXECUTED for that, or at the very very least severely punished. But he wants nothing more than to make her truly happy, that's the most important thing to him. He literally sneaks the kidnapped princess out of the fortress she's been trapped in all her life so that she can see the stars. It is literally the story of Rapunzel and Flynn Ryder.

And don't get me started on the official manga. Oh my god it hurts so badly. I genuinely don't know where to start here because there's just too much.

Okay so let's start off with the fact that the manga had an ENTIRE CHAPTER dedicated to Leon doing EXTENSIVE research into flowers, even losing sleep due to it, because he wanted to find the flower that matched her the best. No "close enoughs" it had to match her absolutely perfectly.

And of COURSE he's his tsundere self towards her

As soon as he finds out Kamui is leaving the fortress on King Garon's orders he freaks the fuck out thinking she's going to be married off

Here he is being a complete simp

And the moments he thinks about Kamui not being his sister

He sends Zero into the fucking bottomless canyon to look for her after she goes missing

They're on the battlefield, everybody ignoring/yelling at Kamui for not picking a side and Leon's telling her he'll listen to everything she has to say unlike them. And they're standing in a dangerous spot because of the river and the rain, there is a random girl from Hoshido (the country that Nohr is currently AT WAR WITH if you've forgotten) and offers to let her come with on his horse despite that making it more dangerous just to convince Kamui to come with him.

And then!!! At the end!!! Do you know what he says?

This isn't some random dialogue, this is a DIRECT reference to a line he says in game that he ONLY says if you're married: "I love you. If you were to go someplace far away… I don’t know what I would do. A world without you has no meaning to me. Just remember that." (Thank you Aphonicdreams for the translations)