It's just as pointless if Leonard reveals to Anna that he may have information about David's innocence, then a smart woman wouldn't give sexual favors to get that information. If I were confronted with something like that, I would assume that David was really innocent and wouldn't attempt this blackmail.He probably meant that Leonard could have given information about David and Alexa Anna in exchange for some sexual favors. Because I also don't see any reason for him to blackmail Anna, it would be stupid and illogical, hopeless
In my opinion, the only way to blackmail Anna is with her job (Hank) or with her daughter (any action that could jeopardize her custody of Sofia in a possible divorce).
The only way to blackmail her with her marriage is if it becomes public at some point that David was innocent and that she has fucked everyone in the meantime, then yes.
Even the photos that Chris has of Anna are not enough for blackmail at the moment because David is still considered a cheater.