Seconded. The "leader" is the one your hear about being left out of party composition most often. Everyone wants to players strikers, because most measure a successful character by damage output as if that is the only criteria. (You should see out groups tank. Piss all damage output, but he gets such a kick out of locking enemies down.)It also doesn't sound like the party needs it. You don't need to cover every role, and with 5 PCs, they should be able to handle things without you changing the encounters around much to keep them from dying.
Truth is, playing a leader is probably far more interesting as long as the person is paying attention to the impact they can have. If your party cant get themselves together to have at least one player with the wisdom to play a leader (that player wisdom, not the character stat), let them play without.
Maybe one day they will figure out the impact a leader has, but until then, let them play a leaderless party. After all, its what they wanted.