They cannot have their hidden ability when you receive them from Leon. The only way you can get the starters with their hidden abilities is if you use an ability patch from the Crown Tundra or try your luck on surprise trade.
In order to get the SwSh starters with HA, you must deposit any Pokemon from SwSh into Home. Then, you can check Mystery Gift, and you will receive a gift Grookey, Scorbunny, and Sobble with their HA.
Source: Experience
