Oh please, Leon is the biggest idiot there. He first feeds some bullshit 'traitor' story, then acts like he somehow should still be in charge, then he acts like he up and fucking murdered his companions. He could have just said they all got separated, or attacked and the others died or something. Even if Reiji and co. figured something was off, it'd still go over better than what Leon ended up doing.
As for the groups reaction, Dante, Non and Mimio all already knew the guy (from before this arc), and probably didn't expect Leon to act like this (yes, even though he already abandoned people in the past). On page 10 you can see that Mimio immediatly went to heal Dante, while Reiji and Zerry were ready to fight, but there's a good chance Non was more than a bit shocked, slowing her ability to react (and to be fair, Leon is a frontline swordsman, while Non is a backline support, him being able to overpower her isn't hard to believe).
"They should have tied him up!!!". Sure, in hindsight, knowing what they do now, but they really didn't have a reason to before, other than Leon acting like a dick, and the suspision that he was lying about something. I don't think any of them genuinely expected Leon to act so irrationally. Could they have done better? Sure, but you could always do better. It's also reaaaly easy to judge actions when you're not actually there, and you have the power of hindsight (something you see all the time IRL). Everything else, I basically put down to artistic interpretation and pacing.