I found a few leaves on my horses' profiles for the first couple of days of the event, but none have appeared on any horses I click on (mine or those owned by others) since early Tuesday morning.
You're only allowed to have a 20 leaves at one time and when you reach that limit, you won't find anymore and have to use them in a game to gain more. You might try checking the leaves game page to see how many leaves you have and if you've reached that 20 limit.