His emotions are at a much lower level of development than Roy's, but he evidently believes in Roy's quest for more life. Leon is classified mental level C. There is a debate about whether this means he is less intelligent compared to the average human, or just less intelligent compared to the average Nexus-6 Replicant.
He doesn't have the speed of thought Roy has when it comes to getting through a situation, resorting instead to simple violence.
Bryant (Inspector at the police station) tells Deckard that after the first unsuccessful attempt to infiltrate the Tyrell corporation by replicants, the police assumed that the replicants might try again by disguising themselves as Tyrell employees. So they started to question all of the workers at Tyrell's Level 9 replication center. This is how Leon, who was indeed 'undercover' as one of the employees, ended up being interviewed.
On the Run
Blade Runner Dave Holden is the first victim of this violence when he was just starting to suspect that his Voight-Kampff machine subject isn't just another human. After critically injuring Holden, Leon escapes the Tyrell Corp. building - and is left to roam the streets of Los Angeles freely.
Blade Runner Rick Deckard is called in to retire Leon after an encounter with Zhora. Leon spots Deckard on the streets following Rachael and decides to tail Deckard to surprise him and ultimately kill him.
Leon later beats Deckard severely after he witnesses him kill Zhora. (It may be that Leon and Zhora had the first tentative steps to an emotional bonding.) Just as he is about to poke his fingers through Deckard's eyes, he is shot by Rachael, who has picked up Deckard's blaster.
Leon has cherished photographs of his friends. Unlike Rachael's false photos of her childhood, these are current photos of the only ones who mean something in his life.