Yes,..for a few reasons.
Anything that keeps the recorded portion of the tape from being "handled" while threading it onto the machine. Just like vinyl, dust is the enemy of tape (that's where many drop outs come from). The oils from your skin will "hold" dust particles to the tape surface not to mention any other contaminant that could be transfered to the tape by touching it (remember that fluids get on the tape back, they'll be transfered to the oxide side when the tape is wound).
Another reason is that if a tape machine is going to go whacky on you, it's most likely to do so when it first starts rolling the tape that's threaded on it.
Now there's usually some "dead air" before the music gets going on a commercially produced tape, but adding leader gives you a more reasonable safety margin.
Speaking of safety margins, another practical advantage to using leader on all recorded tape is if your hold down tape gets loose and the tape un-ravels, the first few winds become vulnerable to several problems (dust, cupping etc). Although, the tape will often keep un-raveling and just about no length of leader will insure that the recorded portions won't get damaged, it does help.
