I personally don’t think we should have domesticated dogs for pets at all because I think that is cruel on its own. Having an animal for a pet to me, is selfish breeding of pets should be outlawed.
But using a leash is part of the domestication process. I can tell you I was at a national park this year, and two off leash pitbulls and a Labrador charged at me. If it wasn’t for my knowledge about dogs, I probably would’ve been bitten.
So yes, having a dog on a leash makes me feel less stressed.