The shafts of leg feathers tend to be very thick, so pulling is very difficult, and cutting is also difficult. They also seem to stay connected to the blood supply more/longer than typical body feathers, so I would be worrried about bleeding.
It's not that difficult to treat the legs with the feathers intact, so why risk bleeding, and making the more time-consuming effort of removing the feathers?
It's not that difficult to treat the legs with the feathers intact, so why risk bleeding, and making the more time-consuming effort of removing the feathers?