I started duel-boxing about a week ago using a paladin and a disc priest. I lead on the Paladin and have a separate keybind to stop the priest from following once I have gathered up trash/reached the area I intend to fight at. Both my characters are 40 and I only have two macros on the tank. One is the damage rotation and the other is for Consecration/shield. On the priest I have several macros, one that specifically targets my tank and casts shields and renews, and one that casts heals. Then I have separate macros to shield and renew the various party members who join me in the dungeons. Also since I'm disc I have a macro to cast smite, holy fire, and archangel. I can see why it would be easier to lead on the priest since there's a lot more targeting/utility involved, but at the same time if you don't want to use click-to-move on the tank, there is no reason you can't lead on it.