I don't see anything wrong with taking a cat out on a leash. However I don't do it. I did it once with my old cat. In my opinion if you want an indoor cat and not have to worry about it wanting out all the time, it's better to never take it out.
My old cat (who got to go out on a leash) would try to escape everytime he saw an open door. My current cats (never set a toe outside) have no desire to go out and I can stand with an open door to call the dogs in and they won't make a move towards it.
Just my 2 cents.