1. Especially in terms of animals in breeding programmes, chances of moving now and then are pretty high. Additionally, most animals I know of aren't that interested in leaving their cozy territory when all requirements are met. "Home Sweet Home"...
2. It depends on which species You take out for a walk on a leash. A calm Llama, especially if it is called "Horst"? No problem. A friendly Miniature Pony? No problem. A well-behaving coati? No problem.
So what about: A tiger? An adult chimp? A rhino? A Komodo Dragon? Problem, there we go...
It's one thing if You take a people-friendly member of a relatively low-risk and manageable species with You to show it around-it's another if the particular species is generally more prone to wreck havoc and cause major damages while being hardly restrainable. That are not just "additional risks", but risks in general involved. Every handling of animals in zoos should be as riskless and safe as possible for both animals, staff, visitors and the general public. Flaunting around the zoo with a potentially very dangerous animal on a leash certainly is not a safe & riskless code of practice, no matter how nice and "tame" the particular tiger or Komodo Dragon usually behaves-as in the case something does happen, the s*** hits the fan big time. That's why most major zoos do not practice and tolerate such behaviour-also because it generates too often the wrong impression on visitors and the public in general ("Those tigers are all nice and cuddly tabbies-let's touch them!").