Leo's promise to find the missing man for the man's little girl pushes Walter to make Leo happy and find him. The case occurs right before what would have been Leo's daughter Ellie's 16th birthday. She (and her mother, Leo's wife) has been dead for 4 years, all of which he has held onto a gift for her.
This episode was obviously filmed before most of the others since Leo first meets Timo, a gypsy relation of Willa. Leo is also still struggling with their death. He mentioned in earlier episodes having come to terms with their deaths.