Holes in gas grill burner replacement constitute a leak?
Those openings are the air inlet.  The gas line ends in a small diameter opening that inserts into the burner assembly.  The small gas opening causes the gas to flow out at a high velocity, which causes the pressure to be a bit lower at that point because of the Bernoulli effect.  So instead of gas leaking out, air actually flows in to mix with the gas before it gets to the burner exit where the mixture burns.  There should be an adjustable metal sleeve which partially covers the opening.  By moving the sleeve to let more or less air in, you can adjust the flame until you have the right ratio of air to gas.