I've never had my cats vaccinated for leukemia either. I may be mistaken, but I believe that to become infected, a cat would have to be in very close physical contact with an FeLV+ kitty - being scratched or bitten, or sharing food/water bowls. My cats used to share deck space with a stray, but there was virtually zero risk of fighting or sharing bowls, so my vet was ok with not vaccinating my cats.
Feline injection site sarcomas (FISS) are rare. Checking a few different websites, it seems like the incidence in the US is approximately 1 in every 10,000 cats vaccinated. However, one factor that increases the risk is having repeated vaccinations, and those "booster" vaccinations aren't necessary. I stopped giving my cats all vaccinations, even rabies, a few years ago, after my senior kitty had an adverse reaction.
As samson said though, it's possible that one of your kitties could get out and be scratched or bitten by an infected kitty. You'd have to weigh the relative odds of that happening vs. the odds of a FISS.