Lucy couldn't escape very far!
In order to stop her from flashing around and fighting with guerrilla warfare, Leon was willing to take some damage so that he could scheme her into his trap. Strictly speaking, if Lucy could put away her proud attitude and didn't care if the scene turned ugly, she could be near invincible among all of the Apprentice Mages!
Even though he owned the Lightning Giant, who was a Pseudo-Mage level fighter, and even aided by an elite warrior like the Fire Deity, Leon still didn't have the confidence to defeat and capture Lucy. It was all because Lucy's innate talent in spatial magic was simply heaven-defying!