While some of those activities can be folded in while serving or leading, leaders who want such things will have to dedicate other times to fellowship, fun, and worship. While it is not in the back of a leader's minds at every time, God's standards are more exacting for them than the flock. Simply put, it's because through their words, actions or inactions, they can lead others astray. That's a huge burden for a leader to try and keep from inducing others to sin. First off is with words.
Leaders can also cause others to sin by action or inaction.
People can be weak in various areas, especially in regards to actions like alcohol, or areas where they've been weak in spiritually. For an extreme example, it would be highly stupid for a pastor to hold a meeting with Alcoholics Anonymous members in a bar. While the pastor may be able to come away from that meeting with no ill effects, his flock may not be so lucky. It's better to stay a good distance away. Once again, a leader may be able to be on firm ground near a cliff, but one of those around the leader may go too far and fall.