I habitually use a paddle leash for sea kayaking and really only take it off for surf launches & landings. Rolling with a leash is a non-issue, it simply doesn't get in the way. As for various rescue techniques, I find it does get in the way of a paddle float self-rescue and I usually unclip it prior to sliding my blade on the back deck. OTOH, a leash is really handy when you're doing a TX rescue... simply chuck your paddle on the "away" side of your boat and you never have to worry about crunching your blade while you're emptying the swimmer's boat. Finally, a leashed paddle creates a lot of drag which will prevent an empty boat from sailing away from you should you lose contact with it during a swim in high winds. Since I often paddle solo, this is a plus.
As others have mentioned, it's also helpful when you're fishing, or taking a pee break, or using your camera. I have used a paddle leash for 20 years now, so it's really just part of my routine. Ironically, I never miss it when I'm paddling WW.
I will say that I like a VERY minimal leash design. The one by Northwater is so over-built and heavy, it's a joke. All you need is a simple loop of cord around your paddle shaft, a stretch of lightweight plastic coiled line (looks like the old telephone handset cord), and a plastic clip to your deck line or bungee. That's it. Forget everything else.