Hmmm. Actually I'd pronounce it like LAY-lah, but LIE-lah makes more sense, at least in Germany. That said, I don't think I know a single
Leila. Everyone spells it
Laila,
Layla or Lejla, so the first
Leila I'll meet will probably influence my pronunciation of the name.
"Leider" has never come to mind when I've heard
Leila. Stupid association, but it wouldn't bother me too much.