True both phrases are grammatically correct, however the context from 憲哥 was more suitable for 'Leave me alone'. Let me alone is under the situation of where you want the other person to stop bothering you, so you would tell them 'Stop poking me, let me alone!' type of situation.
***** I read it but I said 'Let me be alone' not leave me be nor let me alone...Beside I was talking more about the context rather than the grammar itself.
