What does the concept of “leadership” mean to Caesar and how did he lose his role as leader?

Caesar feels that no one should question his decisions, and he loses his role as leader when he is assassinated by a group of senators.
Julius Caesar believed that since he was the ruler of Rome, he was in charge.  No one should question his decisions.  His leadership style as presented by Shakespeare could best be described as arrogant.  This is why the senators became nervous.  They used as evidence the fact that Caesar marched an army on Rome, which was illegal, and fought a civil war with Pompey, which was not uncommon but definitely unpopular.  He was considered too dangerous to leave in power by some of the senators who formed a conspiracy against him.
The incident in the senate building on the day Caesar is assassinated perfectly demonstrates Caesar’s leadership style.  Caesar has banished Publius Cimber, and he refuses to change his mind.  He seems confused and frustrated with the senators for even suggesting it, responding with arrogant determination.

CASSIUS
Pardon, Caesar; Caesar, pardon:As low as to thy foot doth Cassius fall,To beg enfranchisement for Publius Cimber.
CAESAR
I could be well moved, if I were as you:If I could pray to move, prayers would move me:But I am constant as the northern star,Of whose true-fix'd and resting qualityThere is no fellow in the firmament. (Act 3, Scene 1) 

The plea to get Publius Cimber pardoned is actually just a ruse to get close to Caesar.  The senators gather around them, begging him to reconsider.  They then each stab him, ending with Brutus.  This is how Caesar loses his position as leader.  
If Caesar had not been so determined to get and keep power, and so insistent on maintaining complete control, he might not have met such an untimely end.  Even for ancient Rome, Caesar’s assassination was particularly violent and showy.