I think Leshy got a crush on Theon when he gave him a flower and welcomed him to the cult, but since he was still new to mortality and stuff he didnt realized thats what it was, wanting his company by ordering him around. After Theon tells him about his past Leshy stops being demanding and instead is trying to make it up to him (without telling him thats what hes doing of course).
Until then Theon was just trying to help him feel welcome in the camp, after he starts being nice to him Theon begins to fall for him too, spending more time together and getting to know each other a bit more.
For Leshy he probably likes how confident he is.
Theon thinks Leshy’s behavior and reactions are cute.