Does leader skills of companions help anything?

Or does it only make sense to add skill points to those skills on my own dude?

Clarification: When I say 'leader skills' I mean the skills marked with (Leader skill), not the Leadership skill (although that one is a leader skill too).

From the Mount and Blade wikia:

Leader skill

Like a party skill, a leader skill grants an ability to a party. However, only the party-leader's level in the skill is used.

I can confirm this, as several of my party members have 2+ points in Prisoner Management, while I only have 2 points in it myself. I can still only hold 10 prisoners.

If you're wanting your other heroes to be more beneficial to your overall party, you'd be best giving them party skills instead. If you want them to be of more use on their own (as a vassal for your kingdom), give them Leader skills, as they will then be the leaders of their own armies.