It's not because of her scaling. It's because she can get a lot of autoattacks using her kit. And it's just a meaningful damage boost. I'm by no means implying you should be constantly on them autoattacking them. It's to help with trades and fighting.
Nah, don't be like that.

I value everyone's opinion. You do bring up a good point, but I highly recommend you try this. You'll notice a pretty significant damage boost. And since Leona has her W and stats don't really mean anything to Blitz, you can actually afford to give up 8 armor for 11 ad.