While Leon was introduced in the first volume, he truly starts to become a character of his own in this one. And in the first chapter, Leon becomes inexplicably and inexorably (and involuntarily) tied into D's world with the birth of Honlon. While the chapter has several humorous moments (the dominatrix dentist, for one, who makes me cringe and hold my teeth in fear), it's also the first glimmer that we see that D does have the capacity to care for humans, as the entire adventure is predicated on getting the right egg to an elderly buyer so that his grandchildren have their Christmas miracle (and, y'know, the city isn't destroyed by a gigantic dragon).
The theme of somewhat caring for and wanting to help humanity continues with the next two stories — the girl who needs a seeing eye dog; the man who saves a kitten and that kitten becomes his literal lady luck. But by the story about the man with the kitten, we start to see that hard edge of D again, where the animal trumps humanity. By the last story, with the woman who became a mermaid, we once again are reminded that D is not on humanity's side. But, perhaps more interestingly, we start to see some development in Leon, who in the first story trusts D, and who, by the last story, has grown on D enough that when asked what he sold the man, D simply answers "a mermaid."