You can link a chicken to a pig. If you do that the chicken will follow the pig. But it is a one way link. The Pig can do whatever it wants.

You can also link a  pig to an arrow. I see how it can be confusing but the NMS method takes an Entity object, so that is why the signature is the way it is. EntityLeash(my mistake, I used the wrong name earlier) is not what you think it is. EntityLeash is simply an Entity representing the  knot on a fence post. 

I agree that it may produce odd behaviour, but the NMS method simply takes an Entity, so any Entity is acceptable.