It's putting the tail end of the Leader part where it should if you turn on the optional text frame [Properties palette, Text frame at the bottom = Yes]:
but even with no text frame, the tail of the leader ends at the same place, in relation to the total Mtext object, not the line within it where it's positionally attached. I'm not aware of any way to change that, but instead you could:
1) force relative text line lengths so the top line is longest, or
2) right-justify the Mtext part:
or
3) use Leaders independent of Mtext objects, rather than MultiLeaders where they're tied to each other, or
4) have your top line be the MultiLeader and your second line a separate Text/Mtext object, or
5) have right attachment be to the bottom line of the Mtext content:
Some of those choices, no doubt, will not work for your usage.
.
Kent Cooper, AIA