Quite a lot of leaves in our garden do end up getting stuck in the corners, underneath bushes, etc, but we still gather up most of them for composting.
I think that if you try to use them as mulch, they'll blow around and end up in useles heaps in the corners, by walls etc, or littering your lawns and paths. I suppose this does little harm, but it may provide a cosy retreat for slugs and snails, and sometimes it may smother little plantlets or seedlings that are struggling to reach the light.
You can put them all in with the other compost, but if there are substantial layers of leaves, they may not break down as fast as the rest, and this may delay the time when the compost is ready to use. We keeps ours separate, so that if the leaf mould isn't ready but the compost is, we can use the compost and cover up the leaves for a while longer.