Sigma fp has a 25.0MP Full frame (35.9 x 23.9 mm ) sized BSI-CMOS sensor . On the other hand, Leica SL2 has a 47.0MP Full frame (36 x 24 mm ) sized CMOS sensor and features Maestro III processor.
Leica SL2's sensor provides 22MP more than Sigma fp's sensor, which gives a significant advantage in real life. You can print your images larger or crop more freely.
On the other hand, please keep in mind that Max sensor resolution is not the only determinant of resolving power. Factors such as the optical elements, low pass filter, pixel size and sensor technology also affects the final resolution of the captured image.
One other difference between these two cameras that is worth mentioning is that Leica SL2's sensor doesn't have an anti-alias (Low-Pass) filter. Removing anti-alias filter increases the sharpness and level of detail but at the same time, it increases the chance of moire occurring in certain scenes.
Below you can see the fp and SL2 sensor size comparison.
Sigma fp and Leica SL2 have almost the same sensor size so none of them has any significant advantage over other in providing control over depth of field when used with same focal length and aperture.