Being the main opponent in this game, I think she posed more like a friend than a rival if you played EX episodes.
Leon told Chihaya the way she expresses "Saihyou" was completely on the counter side, she even quote a story from Grimms Märchen so that Chihaya may realize what she was doing, and try put the right emotion into the song.
As you can see, "Saihyou" is a song dedicated Chihaya's deceased brother, so there's no wonder she'll express the song in a sorrowful way. Truth is, the song means to farewell those bad days, and bring the bright thoughts to Chihaya, so she may let go all those memories and retrieve the way she used to be 9 years ago.
So my opinion is, Leon is not a rival, she's more like a friend, a big sister to our girls, just in a different agency and will give you some challenge.