Well, Leo had moved out of the way to avoid landing in the tub, but he ended up there anyway amidst the rest of his brothers. He laughed at the comical act after righting himself but he was still in the tub. Yes, he was very relieved Raph was awake now. Even though they all were piled on top of poor Raph now, Leo enjoyed the embrace. But, unlike the others, he felt he should get off of his brothers so they didn't crush the poor turtle underneath.
After a few attempts, he managed to extricate himself from the pile and kneeled down next to the tub and Raph again. This is where he wanted to be. Being trapped in the tub didn't make Leo feel safe because if someone should burst through that door, he wouldn't be able to protect everyone. Being next to the tub allowed him to act quickly if he needed to. With circumstances lately, Leo felt much more protective than he usually did.