I have seen this pair several times and it never seems to work out because the Cancer is too soft for the Leo. Firstly, you have the whole 'water-fire' element where it can literately become a situation where the water sign's moody, sensitive, emotional nature puts out the vibrant, positive, happy, fiery nature of the fire sign. Fire signs also tend to be very harsh, blunt, and sometimes outright tactless with their words so the Leo may easily hurt the Cancer's feelings. Strong connection, but the constant sensitive, emotional personality traits of the Cancer will start to become chore like to the Leo The Leo also tends to crave independence and Cancer's clingy style gets on their nerves/makes them feel suffocated. Leo and Cancer are deep in different ways and I think there's a possibility that one or the other doesn't have what it takes to unlock the depth of the other. Leo may be too happy-go-lucky to unlock and tap into the moody, sensitive, emotional, often withdrawn side of Cancer. Cancer may not have that certain fearless, adventurous, delightfully fiery energy that makes Leo want to open up and show someone their depths.
Another big thing here is that Cancers tend to be very romantic and while they'll be hesitant at first, there's a romantic side to them that can't help but long for a deep bond/serious relationship. Leo on the other hand, comes off that way, but deep down, their heart may not be fully into it. It's literately like a lion who wants to roam off and have an adventure or roam the land just to make sure there's no other thrilling place for them to be. So there's a huge possibility that Cancer could get attached and really get hurt :/