Earlier versions of the Leap API had delegates and I remember reading warnings that they may not have been thread safe. That might be why they changed the API to a loop based update using the Frame class vs an event system.
On our leap projects we use a proxy that handles the leap Frame updates and extract either the default gestures or analyze the frame data for our custom ones. That class has delegates and/or sends events using whatever system in place (usually PureMVC).
Granted that's a bit of upfront cost to setup, but since most of the leap data needs to be converted to be used in Unity anyway, it's better to abstract it, IMHO.
ath
J.