Investigating some fonts, I found in a version of Adobe Garamond Pro the U+2024 ONE DOT LEADER glyph being a dot symmetrically preceded and followed by a tiny space.
In the same font, the U+2026 HORIZONTAL ELLIPSIS glyph has a tiny space (smaller than in the U+2024 glyph) before each of the three dots and after the last one. Additionally there is a considerable space between the single dots. Thus, that glyph is wider than three consecutive U+002E glyphs of the same font. Microsoft's Times Roman behaves similar for U+2026/U+002E (but contains no U+2024). The U+2025 TWO DOT LEADER in Adobe Garamond Pro has no space between the two dots. The pair is symmetrically enclosed by a tiny space smaller than at U+2024. The glyphs seem to be optimized for special typesetting needs rather than for general punctuation (confirming other information given in this thread). See the attached GIF. - Karl
<<attachment: leaders.gif>>
leaders: l․l․l‥l‥l…l…l dots: l.l.l..l..l...l...l leaders doubled: l․․l‥‥l……l