"He'll leave Rome" means that he wants to leave Rome (is willing to do that) "He'll be leaving Rome" simply means that in the future he is leaving Rome

I find no difference in meaning between those 2 sentences.

"He'll leave Rome" ~~~ this doesn't seem like a complete sentence. He'll leave Rome on Tuesday. < More factual. An announcment or declaration. He'll be leaving Rome by plane. < He will < What he intends to do, may or may not occur. Similar to other answers. This is a very small detail and using either way in spoken English is acceptable. I hope this helps.