They do, and actually HFT did come to mind when I was writing that comment, but then I realised that, as explained in https://news.ycombinator.com/item?id=13294747 , they have no need to precisely synchronise time with the rotation of the Earth, and would be fine without leap seconds.
But financial systems don't care if the position of the sun in the sky is a couple of seconds off from where a model says it should be. Astronomers would care about that, but they already don't use UTC.
But they do care what GPS reference time is. Which are satellites very much dependent on holding an accurate position in the sky (which is dependent on the Earth's rotational speed, which changes, which is why we have leap seconds).
So go figure: which part of this system should be broken because people keep ignoring that leap seconds happen?
That's neither here nor there: GPS receivers, and the GPS satellites, do broadcast the leap-second insertions (though they don't reset their own clocks, they simply maintain the differential as additional information).