A common trend with the Marvel Cinematic Universe, in addition to each installment becoming a worldwide success, is that its villains are nowhere near as interesting as its heroes and often disappear after being defeated in their respective films. Marvel Studios President Kevin Feige is well-aware of this
"It is an embarrassment of riches of places we could go or characters we could reprise or bring back now that we’re… I think Ragnarok is our seventeenth MCU film," Feige confessed to Crave about the character introduced in Incredible Hulk. "And you would be surprised how many… it’s come up. It’s come up. Just finding the right place. And as I said, if you can’t do it right, don’t do it or do it later, and the notion of, 'Hey, I’m here too! Next!' is not interesting to us. Abomination is in a prison somewhere too."
The Leader was teased in The Incredible Hulk, with Samuel Sterns (Tim Blake Nelson) attempting to help Bruce Banner (Ed Norton) find a way to rid himself of the Hulk once and for all. Things didn't go entirely as planned, as Thunderbolt Ross (James Hurt) discovered the duo's schemes and sent Emil Blonsky (Tim Roth) to intervene.
The violent confrontation ended with a serum Sterns developed making its way into his bloodstream via a cut on his head. The last time we saw Sterns, his entire head was pulsating with power, hinting at his transformation into becoming the super-smart Leader.
Another issue with incorporating the Leader or Abomination into another film is their direct connection to Hulk. With Universal Pictures owning a portion of rights related to solo films surrounding Hulk, the MCU would have to find a way to make Hulk an integral character that results in the incorporation of villains introduced in his films without it being a solo Hulk film.
While it may be frustrating to see characters teased and abandoned in the MCU, the strategy seems to involve planting the seed for a variety of characters and opening the door for their return if the powers that be find a use for them.
You can currently see Hulk in Thor: Ragnarok.