Welcome to our forum.
I had a blanket with my first tub...no leash though. It did help keep the water off the cover but if you use your tub when its freezing out you might want to do something with it during your soak other than leave it out to freeze. All the little air bubbles on the blanket freeze and fall apart after you handle it much. Before you know it you will have a tub full of broken air bubbles. I like to soak in freezing weather so I'll probably never get another one.
Would you say the bubbles are a better insulator then the closed cell foam (I think that is what it is)? I am not sending mine back, but I was just wondering. I ALWAYS use my solar cover for my pool and the one I have is very thick and I can even step on the bubbles and they don't break. Is that what your spa blankets are made of? I haven't been able to fit my blanket to the spa yet because the weather has been so dang windy...Hubby doesn't even know I have it yet so I need to get it perfect before he discovers it!