Why is Leo absent in act 2, scene 6?

While Max went to jail, Leo hid until Ulla found him. With her help, he gathers the money and flees to Rio with her. This was suggested by the dancing of the samba at the end of act 2, scene 5 and only confirmed when Max receives a postcard from Leo, telling him how beautiful Rio is and how he and Ulla are having a good time together.