Choose the bottom option 3 times when Kid requests to join your party. (left), Youll get Kid further down the line, but Leena wont ever join if you let Kid come along. (right)
You only get one chance to recruit Leena, near the beginning of the game, and it’s extremely counter-intuitive. When you first arrive in Another World and after defeating Karsh, Solt and Peppor at Cape Howl, Kid will ask to join your party. Decline Kid’s request by picking the bottom option three times.