I'm OCD too (or CDO when you place them in alphabetic order) but I haven't done that or wanted to do that before. I know magnetic lines would be the method but since they don't...
Try not being so OCD ;-)
I feel your pain, but can't help. I'd love to have more control over leaders for notes, balloons, etc. I'd really like to be able to add relations to them (horizontal, vertical, parallel, etc.) I often need a note leader either horizontal or vertical and have to resort to your method of zooming way in on it and moving it until the stair steps are gone.