Taking toddlers anywhere is risky business, especially twins. They love to explore. They also have a talent for splitting and toddling in opposite directions. An exasperated parent then has to make a snap judgement about which toddler to retrieve first.
Putting them on a leash seems to be sensible risk-management, hazard-reduction procedure.
My mother had me leashed and harnessed until I was four or so. I was the compleat explorer.