Part of the joy of owning a dog is that all dogs & owners are different and have different needs & behaviours. Some dogs work well off-lead whereas others, at least in certain circumstances, are perhaps better managed whilst on-lead.
If you are more comfortable with your dog on-lead then don't let that put you off enjoying a fantastic set of photos! When photographing dogs on-lead there are various "tricks of the trade" to help hide or minimise the impact of leads in photos but even if that isn't possible for whatever reason, it's almost always possible to magically "remove" the lead with the skills & software that we have invested in over the years, and this is one of the reasons for working with an expert pet photographer!
Two such examples are shown below, and in neither shot was any particular effort made to hide the lead (both of these were just quick snapshots as opposed to a planned portrait session).