IMO, Leona is held back by the lack of good sex scenes in the game. The anime version gave her some good ones but then they downsized her character from a demon princess to a silly antagonist. Discipline Zero redeemed her a bit.
Leona would be perfect if she is like Reina: takes men to paradise with her body while keeping them on leash. Her sister only loses out since she is a side character in the series.