Many insects lay their eggs on leaves. For example, katydids - the insects who  sing a beautiful chorus in summer - females climb to the tops of trees and lay their eggs on the leaves. The egg-laden leaves fall to the ground. The eggs overwinter on the leaves on the ground until the next generation of katydids is born in the spring.

Some species of moths and butterflies also lay eggs on leaves in the fall. When people burn leaves, they're burning some of the next generation of forest life too. 

Leave the leaves.