Leo's dated a lot of people in his time, but Winter was by far the one that got the closest.
Winter was there for Leo through some of the hardest moments in his life, acted as a calm throughout the storm (that storm being the Kraang invasion.)
He was a good person.
Unfortunately, not everyone in Leo's timeline was like that.
Donatello's tech was possibly the most successful fighting artillery against the Kraang, and certain. . . unfriendly. . groups wanted desperately to get their hands on it.
One specific crew - once members of the Resistance, but disavowed due to a lack of ethics and loyalty - tried to use Winter as a leverage over Leo.
When it became obvious that Nardo wasn't going to cooperate, they made him deal with the consequences.
To make a long story short, Patrishia was a jerk.
Hopefully now you folks understand Leo's hesitancy towards relationships </3
He's just tired of losing more people than he has to.