A song is sometimes used as an album title for differing reasons e.g. it is the best song on the album, it has a title that captures attention, it has a title that reflects the whole album, or the artist couldn't be bothered to think of a unique album title.
If Leonard's studio albums were each named after a song on the album my list would be as follows for a range of reasons as hinted above (I've even changed the 4 where there was a song title)
Sisters of Mercy
Bird on the Wire
Famous Blue Raincoat
Field Commander Cohen
Fingerprints
The Smokey Life
Dance Me to the End of Love
Tower of Song
Closing Time
A Thousand Kisses Deep
Undertow
There...... I've whiled away some more of my time

Pete