Shooting the lead cow ends up removing that learned behavior of where and when to go and typically is a little older which leads to tougher meat. Better for the herd to let the old gal go She didn't get there being meek and stupid.
Yes, if possible I try to avoid that.
At the same time, every herd has any number of old bitches capable of leading. Almost immediately, one will take her place after roughing up a few others to prove herself. They've been following the former leader for a while and likely know the good spots like she did.