Most of the time leopards are too fast, as you say, to get off a shot when they come at close range. The only advantage I could see to a shotgun would be if the shotgun were light and handy, and could be moved/aimed rapidly. More rapidly than a heavy rifle.

Then with a lightweight shotgun all you have to do is wait for the leopard to get close. Waiting for the leopard to sink its teeth into your forehead would be about optimal.