If you have a propane leak, be it with a tank of propane of any sort or with the propane device itself, it's indicative of a problem. You
should be able to leave the tank connected and not have a leak problem. You
should be able to disconnect the tank and not have a leak problem.
I've always disconnected the small propane cylinder from our Golf Cat heater and have never had an issue with the cylinder leaking. And I've always closed the shut off valve on the tank of our propane grill each time we're done using it - left the tank connected but just shut off the gas at the tank.
I did have a problem once with a Mapp gas cylinder when it was disconnected from a propane torch hose - - - - you could hear the cylinder leaking after being disconnected. Leaking stopped when it was reconnected to the hose (with the torch shut-off valve closed). I disposed of the Mapp gas cylinder - seemed like the safest thing to do.
Bill