If you need millisecond accuracy then you definitely don't want UT and so you'd want to avoid leapseconds, not add "leap milliseconds".

TAI is very smooth. TAI gives the sort of predictable monotonic clock you might appreciate if you care about milliseconds. One second after another, with a perfect 1000 milliseconds between them, forever.

UT is based on a large rock (the planet Earth) spinning. It varies a bunch 'cos the rock is a weird shape and is seismically active so it spins differently over time. If you care about "millisecond accuracy" then you do not want to base that on the spinning of a big rock when you can get a perfectly nice atomic clock and use TAI.

If your thought is "But I need millisecond accuracy for my astronomical observations" what you've got there is a big misunderstanding of your context. While UT might seem convenient for figuring out where and when to point telescopes at thing, it's useless for actual time. You need TAI.