The hard CC chain of Zenith Blade (E) into Shield of Daybreak (Q) stun into Solar Flare (R) exceeds what a single Breath of Life (R) can cleanse, letting Leona kill him on the all-in.

Soraka has no mobility or CC, so Leona locks her down completely with Zenith Blade (E) dash into Shield of Daybreak (Q) stun into Solar Flare (R), bursting her before a heal comes out.

Sona has no escape and low armor, so Leona closes with Zenith Blade (E) and melts her instantly with Shield of Daybreak (Q) and autos.

Senna has no early mobility, so a landed Zenith Blade (E) chains into the Shield of Daybreak (Q) stun to catch her, and she can't kite Leona's melee all-in with range.

Vel'Koz is an immobile skillshot poker, so Leona closes the gap with Zenith Blade (E) and stuns him with Shield of Daybreak (Q) before he can channel Life Form Disintegration Ray (R).

Morgana's Black Shield (E) fully negates Leona's Zenith Blade (E) root, Shield of Daybreak (Q) stun, and Solar Flare (R) stun, and she counters the engage with a Dark Binding (Q) root.

Janna knocks Leona away with Monsoon (R) and knocks up with Howling Gale (Q), peeling and blocking all of her engages to nullify the all-in.

Lulu's Whimsy (W) polymorph cuts off Leona's all-in outright, and Help, Pix! (E) shields plus Wild Growth (R) keep allies alive, making the engage meaningless.