Are your companions not moving at all when you use Fury Leap, or are they just not leaping?
I tried this out and found that they would leap for me under most situations. But, when I leaped far enough to trigger their Follow behavior (where they stop attacking and run to catch up with you), they would run instead of leap.
Does this issue happen for you consistently regardless of the distance and where you do it? (i.e. in combat zones vs. the End of Time). A video recording would be helpful for looking into this.