Leggings should never pinch or pull whether you're walking or doing your favourite sports. They should feel tight enough but still comfortable and safe to do the stretching, bending and squats.
Quality materials last longer even with harder training. The longer you're leggings keep the shape and form the better. So really listen to the recommendations when choosing your pair of leggings.
Knowing your right size is crucial. Leggings should be opaque so if you can see your skin through them when doing sports or just lounging they're too tight. Enough compression is enough - keep that in mind!