It is not possible to assign an allay a lead to pick up. It just attaches the lead to the allay.
Proposed solution: When sneaking, right clicking an allay with a lead gives it to the allay to hold, instead of putting it on the lead.
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Comments 2
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We're tracking this issue in MC-252400, so this ticket is being resolved and linked as a duplicate.
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Dupe of MC-252400