Hear me hear me...
There is a yes and no truth to that. From my personal experience. If you leave an alkaline cell in a light LONG enough so that it literally loses it's charge or use the cell a lot so there is a almost no charge in it left and then let the light sit for months or more it DEFINITELY has a very good chance of leaking. I've had this happen to a cheap light personally.
I think if you use good quality cells though and use them and replace them in a timely manner when they are out it's probably not going to happen. If you put fresh cells into a light that have a long expiration date and you know the light doesn't have any kind of small parasitic charge drain then it should be good for a long time.
The good thing about using good quality NiMh or maybe especially good quality lithium single use cells or rechargeable lithium ion cells (18650's or other) is that they have very little chance of leaking. It can happen with some NiMh, but they tend to vent gas if they are really old or just inferior quality rather than actually leak battery acid like alkaline.
TL-DR :
If you have an expensive light (say over 30 dollars) then I really don't recommend keeping alkaline cells in it. Go ahead and use fresh alkaline cells in it, but once you are done don't leave a mostly used cell in it and come back to the light months later. Bad things can happen.