A memory "leak" is where memory is unintentionally not deleted over a period of time, and ends up reducing as the process continues. If it is a type of process that runs for a very long period of time, eg a server that is rarely restarted, this can be a major problem.
Memory leak detectors will pick up on any memory that is allocated and not deleted by a programming call, so valgrind, etc. will report this as a leak.
It is as well to check your code with programs like valgrind, and therefore the less that "gets in the way", the easier it will be to spot real leaks. Therefore my advice is not do just let the system clean up the memory, or singletons, etc, for you when you have allocated a pointer with new (or malloc or new[]).
You can have a "clean-up" routine to do this. Just have an object in the scope of your map that has a deleter (as it will be deleted when it exits) that will clean up the pointers in the map. As you need your object to be deleted first it should be declared later than the map.