Questions like this have different answers based on what you're playing and what support you're playing with. Out of the top 10 most picked adc's half of them do have some mobility to avoid the leona ult(6 if you count kaisa e). If your support also plays a huge role as supports like thresh/rakan/nami/pyke/naut can all prevent varus from contributing too much. Morgana out right denies leona of all attempts of engaging if she's decent. Also some lane combinations can bully varus/leona to the point that they can no longer safely engage. The bottom is not so clear cut that there is a singular answer to what to do. Taking cleanse in champ select would also guarantee you don't get locked up.