Leona does not counter blitzcrank, but Leona is the anti-thesis of blitzcrank in some ways.
She ruins forced engages
She does not let you speed boost away
She will fight you even if you put on a tough act
She will not roll over and die just because you silenced her
She will not stop attacking just because you pulled her away
She is not afraid of you
She doesn't actually counter blitzcrank, she is just everything blitzcrank doesn't want to play against.
She is a real tank.
They probably pick blitz because they don't have many other tanky supports that they think can stand up to Leona. They probably also don't actually know how Leona works, most people don't even seem to know what her passive does or that she can 1v1 you at some points in the game.