In my own experience, I used the vest type leash more than once. Although I was nervous each time not knowing how the bunnies would react, I had faith in the fact it was covering the body and snuggly as I could get it. Then there was THAT day.
I had a New Zealand about to be adopted. I took him outside on the vest leash. It was snug on him since he was a larger rabbit, but he seemed fine, so we ventured on outside. He heard something I didn't, totally freaked, and the next thing I knew he was rolling and screaming trying to free himself from the vest. I just knew he would have a heart attack! By the time I reached down he was loose and ran into the bushes! He continued to run from me until he calmed down enough to hear my voice. He was on his way out into heavy traffic.
I was able to save that one. I will not do that again.
They are not necessary, just use a play area that is safe. It's about them, not us!