Leroy goes all-in with a missile attack that was supposed to disrupt the mothership's activity on Earth, despite Kyle's advice to pull back and attack after the fighters are gone and the way is clear, instead of going head-in and surely dying. He ignores Kyle's attempt to form a plan and goes in alone and he does manage to fire the missile, but ultimately dies. Before dying he states that the missile is "a special delivery from Leeerooooyyy Jeeenkiins".
This is a reference to the "Leroy Jenkins" meme, a clip in World of Warcraft where a group of players try to meticulously plan how to approach the next room, full of powerful monsters. One member of the group with the game nickname "Leroy Jenkins" shows as anxious about raiding the next room. The leader of the gang tries to calm him down and attempts to explain the best course of action (as he sees it). Before he finishes describing his plan, the player Leroy Jenkins goes into the adjacent room solo screaming "Leeerooooyyy Jeeenkiins", prompting the squad leader to follow him in order to protect him since the leader knows Leroy can't possibly take down all monsters alone. Because of Leroy's careless maneuver not only his avatar, but the whole squad's avatars die.