Today I was playing as Blitzcrank against a Leona. She Zenith Bladed onto the person next to me and then I pulled her onto my tower. She was pulled to me and then immediately sprung back to where she started before the Zenith Blade.

Working as intended if she never reached her target before you pulled.

So Blitz's pull basically cancels Leona's e and resets her to where she was before she cast it? That doesn't seem right.
Saw it again today, same scenario. Leona isn't springing back to her target, she's going all the way back to the spot where she cast Zenith Blade. Maybe it's supposed to be that way, but it definitely doesn't seem right. I'll try to get video of it perhaps.