For the wedding we only saw Regina in her bed chamber and talking to her father in the courtyard. So I really didn't question it. you know the whole can't see the brides dress before the wedding thing, and I seems that they sleep in different chambers.. IDK
But I was wondering where he was at too.He should been in the castle anyways because they were preparing his child's bday, and you would think that you would see him at his wife's bedside or even at the funeral.
Leopold was away... Kings went away all the time. Maybe he visited his wife in between scenes - or while Snow was out looking for the Blue Fairy.
Honestly - it's cheaper to mention a character by name then pay to have a character cameo for a ten second scene. Just use your imagination and pretend he was there, in the background, or away on important castle business or something.
And entire episode devoted to where Leopold's been would be a huge waste :-P