Leo's name in Japanese is actually "Raio" (ライオ), short for Lion ( ライオン ). This is the only time apart from station names I've decided to localize a name, but I think it makes more sense this way. It is conceivably possible the name is also a pun on some kind of "rai" (e.g. thunder, anger) and "o" (e.g. large, man, king as "ou"), but I'm bad at my job and don't care enough, so ¯\_(ツ)_/¯