You can think of 'leave' as permission. Your boss gives you leave so you can leave work for a day or longer. Your doctor could also give you a 'sick-note' to take to your boss so he or she can give you sick leave. If you are off work (not there) because you are sick, then you are off sick. Just like you can say : 'He is off on a business trip' (not in the office), you can also say 'He is off on vacation.' Just add sick and you also have 'off sick' - so I would say they are all 'set' phrases. You could even use away instead of off in most cases.