There's the issue of the "harvest" as well. With straw, the harvest and baling can be scheduled around the weather, avoiding the rain. Lots of leaves fall from the
trees during rainstorms, and don't always get to dry out. You'd have to be pretty lucky or "on the ball" to get them at the "right time" or do some work to actively dry them.
Although, on the other hand, maybe damp leaves would compress better and retain their shape if then baked/kiln dried into a brick shape?
Wet or dry, leaves tend to be pretty slippery, layers sliding upon each other. Some form of "knitting together" of these layers would help. Punching partway through like those "no-staple" paper "staplers" that lock the sheets together by punching and forming tabs in them?
Maybe in the interest of drying, it might not be a brick or a bale, but more like a plate shape... maybe like a LEGO "plate-type" brick or like those
wood fiber
pallets that nest together. Each plate would be knit together and dried (maybe the same technology as the wood fiber pallets) and then the bumps would nest to align the plates together in all sorts of stacked configurations (just like LEGO bricks). Not sure the R-value of super compressed leaf bricks would be much better than wood however. It also turns it into a factory solution, not so much a woodland solution...
Maybe a leaf version of a gabion wall? Wire mesh basket to contain the leaves, either in a bale shape, or in a larger wall section. It would probably need some structure to support a roof. Even if not suitable for humans, it might make a good animal
shelter. If kept dry under a good roof it might last more than one year with just a topping up. It could also be replenished each year, and the leaves used for bedding or mulch or
compost.