Ok, i had a deeper look into it.
Leadership IS working - sorry my bad.
Something else might still be is broken:
Basicly EVERY fight for land units is a 1 XP fight.
They have set
<iXPValueAttack>0</iXPValueAttack>
<iXPValueDefense>0</iXPValueDefense>
making every fight XP default to MIN_EXPERIENCE_PER_COMBAT - which is 1.
Except from this are Cannon and Naval units, which have
<iXPValueAttack>4</iXPValueAttack>
<iXPValueDefense>2</iXPValueDefense>
Making them have Civ4 style XP.
I can not be sure now if it is by design or by oversight, but it certainly feels odd.
It means that a Dragoon or Soldier will allways get the same Amount of XP - one from every fight. Veterans will get 2 per fight.
Regardless the odds or any other conditions.