Not trying to justify his faith in Christianity through rational means, Kierkegaard explained with "the leap" for the attachment. It reminds me of how Thomas Aquinas from 600 years ago explains the compatibility of religious belief and rational thoughts. He used natural law (things that could be explained from our own experience of the world) and eternal law (things that reason could not arrive at on its own) to classify what operates the universe and all its dynamics.
It is also worth noting that the phrase “leap of faith” does not occur in Kierkegaard's work. He actually referred it to "the leap" or "a qualitative leap" as he asked rhetorically: "Can there be a transition from quantitative qualification to a qualitative one without a leap?"