Alkaline batteries will always leak at some point after they're discharged. The charge holds back the corrosion process that eventually leads to leaking. Once that protection ends, it's just a matter of time. It could be contained, and is for more toxic or more expensive batteries, but with disposable primary batteries there is no market for a pricey, short-lived battery. (That would be the other trade-off: space used for containment isn't available for creating charge.)
The exterior steel can is part of the electrical circuit of the battery. You'll see that you connect directly to it on both sides. Most leaks come from rust forming on the bottom junction around the plastic separator that keeps the positive end insulated from the negative end. Once enough rust forms to break the seal, it's going to leak out. (Also helps that a dead battery produces some gas as it breaks down, increasing internal pressure.)
I haven't noticed that Costco batteries leak at any higher rate than anyone else. Interesting to know they're made by Duracel. It's certainly possible that Energizer has a more resistant seal at the bottom.
