My take on this is because there are no other options. We have no previous emotional involvement, attachment or knowledge of them on a personal level.
We trust strangers on a daily basis. We get on a bus, which is driven by a stranger. We go out to eat food and that food is cooked by strangers. We also work for strangers (until we get to know them, better). Celebrities are paid, celebrities are smart. They build up reputation and we trust statistics more than just one example from our personal lives. Thousands of people know Leo. Millions. There are probably no public statistics on our friends or co-workers, people we work with or spend time with. We just go by our opinion.
When you meet someone and work with them, what does that relationship entail? Emotional involvement. You get to know them and form opinions. Things you like about them and things you don't like. You're listening to more than just a few conversations about a given topic.
If you're listening to a speech from a celebrity you know of and their opinion is to your liking, that's all you're hearing. You don't really know anything else about them to have any other options but to trust them.
This is also very similar to why some people trust their therapist
over their friend, even if what both of them say are similar. Sometimes, they aren't similar. We tend to trust what we're more objective towards. Who you're surrounded by makes a huge difference. They can be abusive, vulgar, rude. You're seeing more than just one side to them. You're only seeing one side of your therapist. The helpful, knowledgeable side.
If we spend enough time to form an emotional bond with a therapist or let's say someone we've never met, we could very well go back to square one. Not trusting them as much as another celebrity you're objective towards.
When we're listening to the opinion of someone we know, other emotional factors are involved. Our dislikes (and other opinions of them) influence our trust in them and their opinions or knowledge of a given topic.
It's about things being objective. What we don't know can't hurt us. In your case, you don't know much about Leo's personal life. You only know the opinions he shares. There's nothing else to go by and usually documentaries give you the best parts specified information. Nothing that sounds inaccurate, immoral, wrong or questionable.