Actually, the initiative order (with respect to the saves) doesn't really matter because the leader can delay/ready an action so as to set it up. Particularly since most of the leader granted saves occur as part of the leader's action, not the ally's.
As for your question, first you said how would it help. Well first off, marks focus the fire toward the defender thereby reducing the likelihood that the other characters are dominated. Not being dominated makes the encounter at least a little bit easier I would wager. The leader buffs the defender's defense, or debuffs the incubi's attacks. This makes it less likely that the incubi hit and thus, less likely that an ally (or the leader) becomes dominated. Heck a bard at that level could even prevent one of the recharges and allow the recovery of an expended encounter power. Again, I'm guessing that not being dominated likely would make the encounter easier. The controller then puts status effects on the incubi, maybe a daze, or a stun, etc. The reduces the effectiveness of the incubi, making them a) easier to hit and/or b) less effective at hitting the party. Strikers on the other hand are really good at dealing damage but not necessarily at making it easier to attack or defend.
You are right of course that we cannot say conclusively one way or another that a different party would have survived. After all, a 15th level balanced party could have conceiveably rolled all 1s, in which case it would not have mattered. This is the nature of RPGs. However, having more options available to the party would quite likely have made it easier for them to get through the encounter. The problem here was not only that the incubi could dominate, but that they were able to dominate everyone. This is, in part, do to the make up of the party.
As for falling as an escape mechanism, I don't have the entry in front of me (work firewall blocks the compendium

), but I seem to recall that incubi fly relatively slowly. At the very least though, its going to take them two rounds to get to the ground (20 squares), by which time the party could be up and running away. I agree with you that it would not have been obvious to the PC that the incubi would not have pursued -- though there certainly seems to be good evidence to suggest this since only one PC died. However, the point is, there was no real reason to expect that the PC could survive atop the tower (though maybe, there was hope that they would capture and torture her mercilessly). OTOH, falling at least provided a chance of survival (not a great one necessarily, but a chance all the same).