All of the paladins display great leadership skills because that’s what the original paladins were, leaders. People focus so much on who leads voltron they overlook a pivotal aspect of the lore, which is that these guys

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Were all leaders before forming voltron. The current paladins are the opposite, only showing their leaderships after forming voltron, and after they stopped depending on Shiro to be their source of guidance, all stepping up themselves. 

The leaders from the start were Allura and Shiro, and even Allura herself grows to be a better leader and the leader of the coalition itself over time, practically the queen of the rebellion and the face of the war against the empire. She gives orders and makes decisions instantly and no one gives it a second thought. 

Keith has developed into a more stable leader that can finally listen to his team and give the necessary commands and serve as a sort of older brother figure to the rest of them. Hunk displayed his leadership skills in Omega Shield, taking command without hesitation because he was the best suited for the job, not complaining in the slightest and showing what a great leader he is.

Lance is shaping up to be a dependable right hand, who now puts his team before his own personal glory, and like we saw in the colony when the generals invaded the castle, he instantly gave orders and they all listened to what he said. Pidge has shown over and over again her quick thinking and strategic mind, and once she gave a plan they all follow it instantly. So far she has showed the least classical leadership as she gives the least orders in situations, but she’s growing into one still and they all instantly follow her lead in situations that depend on her. 

Compare them to the first arc, where they all depended on the natural leader Shiro and at times Allura, and you can see that they’re all equals now, just as the original paladins were. Being the leader of voltron isn’t this greater status, sometimes a team needs a leader to give direct orders to act as one, but it doesn’t negate the great leadership they all display and will continue to moving forward into the final arc. Watching the second arc you can see the exact moment they all stepped up when they lost Shiro, and now with him back they’re his equals and no longer need to depend on him for every single order. They can make those decisions themselves.