A shared lead gets sold to several contractors at once. The homeowner's phone lights up with calls from roofers they never picked, and the job usually goes to whoever called first or quoted lowest. You paid for the lead either way.
Then there are the leads that were never real: wrong numbers, renters, a homeowner who wanted a gutter cleaned, someone three counties outside your area. Some marketplaces give credits for bad leads; getting them takes time you don't have in July.
Leads from your own Google rankings work differently. The homeowner searched for a roofer in their town, saw your name, read your reviews and chose to call you. Nobody else got that call, and there's no fee per lead. The tradeoff is time: rankings take months to build.