There appears to be a hardware reason for not making this change.
The main problem with using Leela as a sparring opponent is that Leela runs best on GPU. It's possible to run Leela on CPU, but Leela's performance suffers a lot. The OP suggests giving Leela time odds to compensate, but time odds does not work very well: Leela's performance weakens so much that the time odds required are oppressively long.
To get an idea of how much weaker Leela is on CPU, we can look at Leela in season 12 of TCEC, when it didn't have GPU support and ran on CPU. Here's an example game played by Leela then. If one looks at the speeds it was achieving, it's about 1-3kn/s, or 1000-3000 positions per second. Comparatively, in the latest season 15 when Leela was running on powerful GPUs, it would achieve about 50kn/s (example game). Therefore to be able to test Stockfish against Leela on equal terms, one needs to give Leela about 25x time odds. If Stockfish has one minute, Leela needs 25 minutes.
As of time of writing, Fishtesting tests at two time controls: 10s + 0.1s/move, and 60s + 0.6s/move (patches that pass the first, short time control test get promoted to the longer one and tested again. Patches that pass the second then become the "new" version). At 25x time odds, Leela needs 250s + 2.5s/move in the first time control and 1500s + 15s/move in the second time control. The slowdown is tremendous; we would effectively have Leela playing at rapid time controls and not bullet. The number of games that can be completed in unit time would also drop by about 25x. Fishtesting regularly needs tens of thousands of games to test each patch; taking 25x as long to finish each test sounds unacceptably slow.
To add fuel to the fire, as far as I know, Leela had a smaller network in season 12 - the latest nets' performance could be even slower on CPU now.
It's possible that someday, if Fishtesting gets the GPU resources to test with Leela, it might switch over; however we are not at that point yet.
Edit: Lc0-CPU is currently playing at TCEC. It gets about 5knps. According to some people in the chat though, Lc0-CPU is modified to play on CPU; unmodified, it is about 80x slower than it is on GPU. Therefore there's a real hardware cost to using Lc0-CPU as a testing opponent.