Well Leon and Percival are the only two 'main' knights left, so I imagine they do have some prestige there. Also, Leon and Gwen knew each other as children, so they're probably closer than most, and it always seemed to me like he's appointed himself her own protector, in almost a courtly love sort of way on his part.

ETA: Courtly love isn't what I mean, but I can't think of the tem now, but you know, when you jousted in their name and took on quests for their honour, but not necessarily in an 'I love you way'.