To show or hide room label leaders, go to
Ribbon: DM HVAC->Rooms and Walls-> 
Show or Hide Label Leaders
Pulldown Menu: DM HVAC->Building Definition->Rooms->Show or Hide Label Leaders
You will be prompted to select one or more room outlines or room labels for which the leaders will be shown or hidden.
Select objects:
Label leaders will be shown if they were not displayed previously or hidden if they were shown previously.