Although he could have just slipped into his shadow before any eyes could notice him, Leo didn't even try to be sneaky about his exit.
His play's main act might have been over, but the closing act was just getting started. In order to make a proper impact, Leo used Shadow Copy to recreate an image that everyone was familiar with throughout the past few years.
"Cassian?!"
Despite being all sneaky, the cameras were somehow able to take a single picture of him, the very same one that was used in all public warnings and wanted posters.
Naturally, Leo was the only one who was aware that Cassian purposely let the picture be taken.
While he had basically given up on getting help lawfully, he still wanted to see the reaction of those who could recognize him after he achieved his revenge in the end.