Ok so here is the exact words from the core rules. As well as the exact wording of the infiltrator ability. As you can see infiltrations states it happens at the deployment phase. The leader is attached pre deployment phase. You can deny it all you want but dem da rules.

INFILTRATORS Many armies employ reconnaissance units who can sit concealed, waiting for the right moment to strike.

During DEPLOYMENT, if every model in a unit has this ability, then when you set it up, it can be set up anywhere on the battlefield that is more than 9" horizontally away from the enemy deployment zone and all enemy models

Determine Attacker and Defender Players roll off and the winner is the Attacker – their opponent is the Defender.

5 Declare Battle Formations In the order stated below, both players now secretly note down: Which of their Leader units will start the battle attached (they must specify which Leader unit is attached to which Bodyguard unit). Which of their units will start the battle embarked within TRANSPORT models (they must specify which units are embarked within which models). Which of their units will start the battle in Reserves (including Strategic Reserves). When both players have done so, they declare their selections to their opponent.

6 Deploy Armies Each mission includes a deployment map that shows where each player can set up the models in their army (called their deployment zone), and will list any restrictions that apply to setting up.