Walking Pokémon on leashes isn't very common. They're highly intelligent and don't need that sort of control or guidance, though some like it.
Usually Pokémon leashes are more in the range of a child leash, a service Pokémon being tethered to their Trainer (though usually they just wear a harness), or a double-ended "leash" held by both for the sake of "holding hands" with small or quadrupedal Pokémon. All of these are usually innocuous, though humans and Pokémon in a relationship might use the double-ended leash.
The classic collar-and-leash setup, however, is almost always a sex thing, but one with enough plausible deniability to get away with in public.
