Why does glomerulus don't allow white blood cells to leave?
Red blood cells, White blood cells, platelets and proteins with large molecular weight cannot pass through the podocyte and fenestrations in glomerular capillary, but small molecules like water, salts and sugars are filtered out as part of urine. 

As these cells and proteins are large to cross through this filter, they remain in the capillary and create osmotic pressure within the capillary. Bowman’s space has osmotic pressure approximately zero. So, only hydrostatic pressure works in this state and help in movement of fluid across the capillary wall.

Via:  https://opentextbc.ca/anatomyandphysiology/chapter/25-5-physiology-of-urine-formation/