Leo's following behind with a smile. There's no hint of an explanation provided until they're both comfortably sitting down, as he fidgets somewhat... not in nervousness, but in a kind of playfulness. He kicks his feet back and forth as he begins:

"I dunno her name and I dunno who she is, not really! But, I remember who she is to you? She's your precious daughter! Not by blood or anything... She ended up in your family by chance, by luck, and then you found a way to love her as if she was your own!"

Or he could just say that's his darn daughter-in-law, but Leo is, unfortunately, prone to theatrics and poetry. Especially when it concerns family you have and family you find, so.

"Is that working? Or did I say that in a confusing way? I'm really bad at explaining stuff sometimes!"

At least he has some self-awareness, as he props his chin up on the palms of his hands.