As much as I dislike McHale, I think he is actually right. Harden hasn't really been a great leader.
Part of the problem is his unique talent and sense of style. Harden relishes his uniqueness and that has both positive and negative impacts on his game. He is a brilliantly gifted scorer and passer, but he also doesn't play team defense and relies on iso-ball in tight situations.
The other part of the problem is that he wasn't taught well. Leadership is a quality that can be honed and developed. Phil Jackson is an average X-O coach, but he was phenomenally gifted at teaching talented but egotistical kids to be leaders. McHale should look in the mirror on this one. He did nothing to help Harden become a leader. In fact, McHale's coaching philosophy actually served to make Harden a worse leader.
Pringles has done far more to help Harden in 1 year than McHale ever did.
So while McHale might be correct about Harden's lack of leadership, he has less credibility than ever.