Calypso and Echo are both from Greek mythology and Leo was a Greek demigod. People are shipping Leo and Echo together probably because he helped her save Narcissus, and of course with any ship, there's going to be people who don't like it, so they're doing a bunch of fanfiction and fanart about Calypso being jealous of Echo.
Honestly, I don't ship Caleo or EchoxLeo. I don't think that he needed to end up with anyone. (just so you know, Leo is my favourite character out of PJO and HoO, except for Annabeth in PJO)
