When asked about his mother in the first scene, Leon replies "I'll tell you about my mother!" before pulling out a pistol and shooting the interrogator. He's a son of a gun.
In his first scene, Tyrell declines to take the VK test — partly to see if Rachel will pass it, but also because in earlier versions of the script he is a replicant himself.
Or possibly Tyrell is aware of his own selfishness and lack of empathy and suspects he'd fail the test even if he isn't a replicant.
* For quite some time, the contrast between Zhora and Pris has intrigued and bothered me, specifically the way they seemed to exchange roles: Pris started as a "basic pleasure model" and develops into a combatant of sorts with her Ty Lee flips and Xenia Onatopp moves, while Zhora started as an assassin and became a stripper who barely puts up a fight against Deckard before fleeing. Except their divergent reactions to combat situations make perfect sense with their initial programming - Zhora was designed for political hits and stealth, so she'd not only be useless in a fair fight (especially against someone like Deckard), but know it. Pris, meanwhile, would have no experience accurately assessing the threat levels of other people, so she'd just overconfidently assume (much like Leon) that her advanced replicant capabilities would be more than enough advantage.