Back when only ankle (surf) leashes were available - circa '99, I fell in at speed off my beloved sky pirate directional only to see it speeding towards me tail first, I turned round in time & the rear fin went through my wetsuit & into my back! That was the last time I used a leash (aside from when going to France & back in open sea). Losing a board is preferable to having it clatter into you.
I never use a leash but I always wear a reel leash. This is, IMO, the best solution. I connect the reel leash only when I need it, e.g. no more wind and slowly trying to get my kite airborne again, self rescue (no need to care for your board while you're packing kite and lines), etc.
I also always wear an helmet and a NP buoyancy vest (the vest is mandatory in my home spot). An helmet is a basic form of protection that is used in all dangerous sports. I can't see any reason why in kitesurfing you shouldn't wear one, it's not only a matter of board leash.