In my experience, the main reason to harvest is that they won't get much bigger. Leeks can stand a lot of cold, but plants that have grown all season sometimes try to divide, a messy process wherein the shank splits open.

Home grown leeks the diameter of your thumb are not a crop failure. The ones in stores are so pumped with water and fertilizer that they are the abnormal ones.

I have had leeks in the ground on accident year round, and they did really good actually. Granted Oregon winters really aren't that bad