Always a good idea to replace pigtails when you replace a regulator, as they do degrade with time.
As for the leak, I have had a couple auto changeover regulators that function just fine, including the auto changeover and red flagging when a tank runs out, BUT would leak gas if the ON tank was removed while the OFF tank was connected and valve was opened. This would happen to me when the tank got empty, and I neglected to switch the lever over to the other tank before disconnecting the empty. I have been assured by folks here that that behavior signals a bad changeover valve. But I don't buy it. Those changeover valves have been behaving that way for YEARS while otherwise functioning normally as far as I can tell.