I am afraid this is to be expected.
The Counting Leader appears in PPro as a movie, but it's actually a content generator - it produces the content based on the set-up options you choose, and you can edit these options later and have the leader updated to reflect the changes. This kind of generator is unsupported for direct translation in AE, and as such appears as a solid layer. You can always export it from PPro as a movie file and import it into AE.
That is a Premiere Specific effect/ preset that AE does not know how to re-create. You wil lhave to rebuild it using other means.
Thanks for getting back to me with the explanation - I had copied a few things over this way and didn't realise it would not work with the counting leader. Still, at least I don't feel like I missed the spectacularly obvious.
Thanks again for the rapid reply - saves me from tinkering any further trying to solve it.
Thanks Mylenium - I was just replying to Adolfo when your answer came in.
Thanks again both.
El_Tel: There are people who work really hard so that most things work transparently when pasting PPro content into AE, or when importing a PPro project into AE. Unfortunately, there will always be a couple of exceptions, related to the specific nature of those exceptions. I am glad to hear that it worked well for the other things you tried
That is, I really like to have a Universal counting effect on AE side (and then of course it would be compatible with Ppro one).
I guess the team is going to receive a Feature request soon