Euro nymph leaders are so long for a few reasons. First, when you're fishing in rivers and streams with a lot of current, a longer leader will help keep your fly from being pulled downstream. Second, euro nymphs are often fished using a strike indicator, and a longer leader will help keep the indicator from getting tangled in the flies. Finally, euro nymphs are usually fished with a very light tippet, so a longer leader will help reduce the chances of breaking off.