why buy one? you have a free one on chess.com
Those Javascript (web)engines are very weak. How long do you need to get depth 40 with web engine? You may need 10 minutes( my guess) with JavaScript stock fish, however you may get the same depth in 1 minute with your properly installed engine.
And also, if their server has 100 cpu power, and if 10,000 people are using this resources for engine analysis, you will get 0.01% of one CPU power only.
Leela is replica of Alpha Zero, with identical neural network structure and identical training. One tester claimed Leela is even +2 elo stronger than Alpha Zero( in case both running in same hardware)
https://github.com/LeelaChessZero/lc0/wiki/Getting-Started
To run leela, minimum requirement is $ 250 1060 GTX, GPU.
Do you recommend Leela over any other available chess engine?
This may sound dumb, but what's the benefit of playing a chess engine when you're rated in the 1500's, let's say, and Leela is rated 3300+?
I dont recommend Leela over SF at this stage. There are certain conditions where leela is better than SF but Leela's flaws are more common than Stockfish.
Most people dont play against engines, they use for analysis of position and review of blunders.
In some positions, strategies are simple(e.g, attacking kings), but accurate implementation is very difficult. For example, in a given position, you may seriously threaten opponent king in 6 moves, but Stockfish may do the same job in 4 moves. And then people learn better methods from Stockfish.