Can the wallets be optimized to always try doing the lowest number of leaves? So when you actually need to exit, it's only a couple...
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Yes, the feature was added to our tool today: 
The consolidation comes with a tradeoff between efficient unilateral exit and fast transactions (lacking denominations will need more swaps with SSPs at payment time).
GitHub
feat: consolidate leaves via SSP swaps to cut uneconomical exits by openoms · Pull Request #11 · blinkbitcoin/spark-unilateral-exit
Leaf consolidation (make consolidate)
Add a consolidate CLI command and make target that drive the Spark SDK's optimizeLeaves toward the greedy...
But is this something that e.g. Wallet of Satoshi should be doing proactively? Either when transactions are made, or wake up daily to do consolidation or something. I don't understand the details well.